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It is well known that Newton's method can have trouble converging if the initial guess is too far from the solution. Such a problem particularly occurs when this method is used to solve nonlinear elliptic partial differential equations…

Numerical Analysis · Mathematics 2024-12-10 Joubine Aghili , Emmanuel Franck , Romain Hild , Victor Michel-Dansac , Vincent Vigon

This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…

Optimization and Control · Mathematics 2020-02-25 Myun-Seok Cheon

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. In this work, we present a new algorithm, based on a Newton root search technique, for computing the projection onto…

Optimization and Control · Mathematics 2021-03-25 Gustavo Chau , Brendt Wohlberg , Paul Rodriguez

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Optimization and Control · Mathematics 2019-03-20 Nicolas Loizou , Peter Richtárik

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Optimization and Control · Mathematics 2024-10-15 Andrew Cheng , Melanie Weber

We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is…

Numerical Analysis · Mathematics 2022-07-26 Luca Heltai , Wenyu Lei

We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…

Numerical Analysis · Mathematics 2015-04-01 Thorsten Hohage , Frank Werner

Many applications in vision require estimation of thin structures such as boundary edges, surfaces, roads, blood vessels, neurons, etc. Unlike most previous approaches, we simultaneously detect and delineate thin structures with sub-pixel…

Computer Vision and Pattern Recognition · Computer Science 2017-05-23 Dmitrii Marin , Yuri Boykov , Yuchen Zhong

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

Optimization and Control · Mathematics 2024-02-12 Zhong Zheng , Shiqian Ma , Lingzhou Xue

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

We propose a subgradient-based method for finding the maximum feasible subsystem in a collection of closed sets with respect to a given closed set $C$ (MFS$_C$). In this method, we reformulate the MFS$_C$ problem as an $\ell_0$ optimization…

Optimization and Control · Mathematics 2018-05-09 Minglu Ye , Ting Kei Pong

Sparse optimization has seen its advances in recent decades. For scenarios where the true sparsity is unknown, regularization turns out to be a promising solution. Two popular non-convex regularizations are the so-called $L_0$ norm and…

Optimization and Control · Mathematics 2024-07-08 Shenglong Zhou , Xianchao Xiu , Yingnan Wang , Dingtao Peng

Data augmentation is one of the most popular techniques for improving the robustness of neural networks. In addition to directly training the model with original samples and augmented samples, a torrent of methods regularizing the distance…

Machine Learning · Computer Science 2020-11-30 Haohan Wang , Zeyi Huang , Xindi Wu , Eric P. Xing

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

Optimization and Control · Mathematics 2021-12-07 Nikita Doikov , Yurii Nesterov

In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…

Optimization and Control · Mathematics 2012-08-30 Jacek Gondzio

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution…

Optimization and Control · Mathematics 2026-01-06 Shikher Sharmaa , Pankaj Gautam , Simeon Reich

We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…

Optimization and Control · Mathematics 2020-04-01 Anant Raj , Francis Bach