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The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…

Analysis of PDEs · Mathematics 2020-05-13 Donatella Danielli , Brian Krummel

We consider a mixed variational problem in real Hilbert spaces, defined on on the unbounded interval of time and governed by a history-dependent operator. We state the unique solvability of the problem, which follows from a general…

Analysis of PDEs · Mathematics 2019-12-25 Mircea Sofonea , Andaluzia Matei

We present a powerful and easy-to-implement algorithm for solving constrained optimization problems that involve $L_1$/total-variation regularization terms, and both equality and inequality constraints. We discuss the relationship of our…

Optimization and Control · Mathematics 2015-05-22 Musa Maharramov , Stewart A. Levin

In this paper, we consider the nonlinear ill-posed inverse problem with noisy data in the statistical learning setting. The Tikhonov regularization scheme in Hilbert scales is considered to reconstruct the estimator from the random noisy…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

Stochastic composition optimization draws much attention recently and has been successful in many emerging applications of machine learning, statistical analysis, and reinforcement learning. In this paper, we focus on the composition…

Machine Learning · Computer Science 2018-01-01 Zhouyuan Huo , Bin Gu , Ji Liu , Heng Huang

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper proposes projected primal-dual dynamical system approaches…

Optimization and Control · Mathematics 2023-12-19 Rejitha Raveendran , Arun D. Mahindrakar , Umesh Vaidya

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…

Optimization and Control · Mathematics 2022-03-02 Markus Friedemann , Felix Harder , Gerd Wachsmuth

We propose and analyze a new dynamical system with a closed-loop control law in a Hilbert space $\mathcal{H}$, aiming to shed light on the acceleration phenomenon for \textit{monotone inclusion} problems, which unifies a broad class of…

Optimization and Control · Mathematics 2022-11-29 Tianyi Lin , Michael. I. Jordan

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…

Numerical Analysis · Mathematics 2023-11-08 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…

Optimization and Control · Mathematics 2020-05-04 Tatiana Tatarenko , Angelia Nedich

The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…

Optimization and Control · Mathematics 2020-07-02 Ernö Robert Csetnek

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…

Dynamical Systems · Mathematics 2024-06-28 Oday Hazaimah