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The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…

Statistics Theory · Mathematics 2012-07-27 Shota Gugushvili , Chris A. J. Klaassen

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We consider the method of quasi-solutions (also referred to as Ivanov regularization) for the regularization of linear ill-posed problems in non-reflexive Banach spaces. Using the equivalence to a metric projection onto the image of the…

Optimization and Control · Mathematics 2018-10-09 Christian Clason , Andrej Klassen

Numerical investigations of partial differential equations with hysteresis have largely focused on simulations, leaving numerical error analysis unexplored and relying mainly on derivative-free nonlinear solvers. This work establishes…

Numerical Analysis · Mathematics 2025-12-01 Shu Xu , Liqun Cao

Nonlinear Programs (NLPs) are prevalent in optimization-based control of nonlinear systems. Solving general NLPs is computationally expensive, necessitating the development of fast hardware or tractable suboptimal approximations. This paper…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Leila Gharavi , Changrui Liu , Bart De Schutter , Simone Baldi

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Optimization and Control · Mathematics 2026-03-31 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

This paper investigates the structure of fully nonlinear equations and their applications to geometric problems. We solve some fully nonlinear version of the Loewner-Nirenberg and Yamabe problems. Notably, we introduce Morse theory…

Analysis of PDEs · Mathematics 2025-03-25 Rirong Yuan

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

We introduce a method for solving Calder\'on type inverse problems for semilinear equations with power type nonlinearities. The method is based on higher order linearizations, and it allows one to solve inverse problems for certain…

Analysis of PDEs · Mathematics 2019-04-01 Matti Lassas , Tony Liimatainen , Yi-Hsuan Lin , Mikko Salo

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

Methodology · Statistics 2019-04-25 Filip Tronarp , Hans Kersting , Simo Särkkä , Philipp Hennig

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

Optimization and Control · Mathematics 2021-05-26 Chen Zhao , Naihua Xiu , Hou-Duo Qi , Ziyan Luo

In this paper, it is shown that the solutions of general differentiable constrained optimization problems can be viewed as asymptotic solutions to sets of Ordinary Differential Equations (ODEs). The construction of the ODE associated to the…

Systems and Control · Computer Science 2015-01-19 Mazen Alamir

An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

Based on the matrix expression of general nonlinear numerical analogues presented by the present author, this paper proposes a novel philosophy of nonlinear computation and analysis. The nonlinear problems are considered an ill-posed linear…

Numerical Analysis · Mathematics 2025-10-20 W. Chen

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

Numerical Analysis · Mathematics 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee