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We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

In this paper, we consider the use of Total Variation (TV) minimization for compressive imaging; that is, image reconstruction from subsampled measurements. Focusing on two important imaging modalities -- namely, Fourier imaging and…

Information Theory · Computer Science 2020-09-21 Ben Adcock , Nick Dexter , Qinghong Xu

Taking insight from the theory of general relativity, where space and time are treated on the same footing, we develop a novel geometric variational discretization for second order initial value problems (IVPs). By discretizing the dynamics…

Numerical Analysis · Mathematics 2023-07-11 Alexander Rothkopf , Jan Nordström

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems using the Crouzeix--Raviart finite element require the existence of a Lipschitz continuous dual solution, which…

Numerical Analysis · Mathematics 2022-01-12 Alex Kaltenbach , Sören Bartels

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

Optimization and Control · Mathematics 2025-05-22 Yongchun Li

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

Optimization and Control · Mathematics 2026-05-22 Felipe Arenas-Uribe , Hasan A. Poonawala , Jesse B. Hoagg

We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…

Optimization and Control · Mathematics 2026-05-07 Valentin Leplat , Roland Hildebrand

The minimisation problem of a sum of unary and pairwise functions of discrete variables is a general NP-hard problem with wide applications such as computing MAP configurations in Markov Random Fields (MRF), minimising Gibbs energy, or…

Computational Complexity · Computer Science 2014-01-24 Martin C. Cooper , Stanislav Živný

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

This paper focuses on the development of a space-variant regularization model for solving an under-determined linear inverse problem. The case study is a medical image reconstruction from few-view tomographic noisy data. The primary…

Image and Video Processing · Electrical Eng. & Systems 2024-04-29 Elena Morotti , Davide Evangelista , Andrea Sebastiani , Elena Loli Piccolomini

In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…

Machine Learning · Computer Science 2016-10-14 Shuai Zheng , Ruiliang Zhang , James T. Kwok

We propose a new type of regularization functional for images called oscillation total generalized variation (TGV) which can represent structured textures with oscillatory character in a specified direction and scale. The infimal…

Numerical Analysis · Mathematics 2018-09-17 Yiming Gao , Kristian Bredies

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

The goal of this paper is to present a novel approach for total variation regularization and Sobolev minimization, which are prominent tools for variational imaging. Thereby we use derivative free characterizations of the total variation…

Optimization and Control · Mathematics 2009-11-09 Carsten Pontow , Otmar Scherzer

Total variation (TV) is a widely used function for regularizing imaging inverse problems that is particularly appropriate for images whose underlying structure is piecewise constant. TV regularized optimization problems are typically solved…

Image and Video Processing · Electrical Eng. & Systems 2025-08-26 Edward P. Chandler , Shirin Shoushtari , Brendt Wohlberg , Ulugbek S. Kamilov

We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…

Numerical Analysis · Mathematics 2026-03-16 C. G. Gebhardt , I. Romero

Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…

Numerical Analysis · Mathematics 2021-06-28 Sören Bartels , Robert Tovey , Friedrich Wassmer

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

Optimization and Control · Mathematics 2018-12-14 Quoc Tran-Dinh , Liang Ling , Kim-Chuan Toh