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We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

Optimization and Control · Mathematics 2023-06-21 Jong Gwang Kim

Fix a function $W(x_1,\ldots,x_d) = \sum_{k=1}^d W_k(x_k)$ where each $W_k: \mathbb{R} \to \mathbb{R}$ is a strictly increasing right continuous function with left limits. For a diagonal matrix function $A$, let $\nabla A \nabla_W =…

Analysis of PDEs · Mathematics 2016-03-22 Alexandre B. Simas , Fabio J. Valentim

We study well-posedness of boundary value problems of Dirichlet and Neumann type for elliptic systems on the upper half-space with coefficients independent of the transversal variable, and with boundary data in fractional…

Analysis of PDEs · Mathematics 2017-07-26 Alex Amenta , Pascal Auscher

Koopman operator provides a general linear description of nonlinear systems, whose estimation from data (via extended dynamic mode decomposition) has been extensively studied. However, the elusiveness between the Koopman spectrum and the…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Wentao Tang , Xiuzhen Ye

We consider the problem of estimating the number of hidden states (the order) of a nonparametric hidden Markov model (HMM). We propose two different methods and prove their almost sure consistency without any prior assumption, be it on the…

Statistics Theory · Mathematics 2017-05-19 Luc Lehéricy

We establish, for the first time, a Zaremba-Hopf-Oleinik type boundary point lemma for uniformly elliptic partial differential equations in double divergence form, also known as stationary Fokker-Planck-Kolmogorov equations. As an…

Analysis of PDEs · Mathematics 2025-07-03 Hongjie Dong , Seick Kim , Boyan Sirakov

We investigate Lawruk elliptic boundary-value problems for homogeneous differential equations in a two-sided refined Sobolev scale. These problems contain additional unknown functions in the boundary conditions of arbitrary orders. The…

Analysis of PDEs · Mathematics 2018-12-31 Anna Anop

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

We consider the identification of spatially distributed parameters under $H^1$ regularization. Solving the associated minimization problem by Gauss-Newton iteration results in linearized problems to be solved in each step that can be cast…

Numerical Analysis · Mathematics 2023-08-23 Jan Blechta , Oliver G. Ernst

The Hausdorf moment problem (HMP) over the unit interval in an $L^2$-setting is a classical example of an ill-posed inverse problem. Since various applications can be rewritten in terms of the HMP, it has gathered significant attention in…

Numerical Analysis · Mathematics 2021-05-20 Daniel Gerth , Bernd Hofmann , Christopher Hofmann , Stefan Kindermann

Distributed training of $l_1$ regularized classifiers has received great attention recently. Most existing methods approach this problem by taking steps obtained from approximating the objective by a quadratic approximation that is…

Machine Learning · Computer Science 2016-11-25 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan

We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and estimated using a window of historical data, we extend the…

Signal Processing · Electrical Eng. & Systems 2025-02-12 Robert Malinas , Dogyoon Song , Benjamin D. Robinson , Alfred O. Hero

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…

Numerical Analysis · Mathematics 2025-04-16 Yue Wu , Yan Xu

In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…

Optimization and Control · Mathematics 2022-04-04 Manuela Hund , Tim Mitchell , Petar Mlinarić , Jens Saak

We study the problem of characterizing the stability of Kullback-Leibler (KL) divergence under Gaussian perturbations beyond Gaussian families. Existing relaxed triangle inequalities for KL divergence critically rely on the assumption that…

Machine Learning · Computer Science 2026-04-17 Jialu Pan , Yufeng Zhang , Nan Hu , Zhenbang Chen , Ji Wang , Keqin Li

For first-order quasi-linear systems of partial differential equations, we formulate an assumption of a transition from initial hyperbolicity to ellipticity. This assumption bears on the principal symbol of the first-order operator. Under…

Analysis of PDEs · Mathematics 2018-01-17 Baptiste Morisse

In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces,…

Optimization and Control · Mathematics 2014-04-17 Jianing V. Shi , Yangyang Xu , Richard G. Baraniuk

In this paper, we bring together the worlds of model order reduction for stochastic linear systems and $\mathcal H_2$-optimal model order reduction for deterministic systems. In particular, we supplement and complete the theory of error…

Numerical Analysis · Mathematics 2020-07-21 Martin Redmann , Melina A. Freitag

This work explores the solvability of a sixth-order Cahn--Hilliard equation with an inertial term, which serves as a relaxation of a higher-order variant of the classical Cahn--Hilliard equation. The equation includes a source term that…

Analysis of PDEs · Mathematics 2025-04-14 Pierluigi Colli , Gianni Gilardi

We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex)…

Optimization and Control · Mathematics 2017-11-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László