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These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…

Numerical Analysis · Mathematics 2025-08-26 Danielle Bednarski , Tim Roith

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this paper, we investigate the inexact variants of the scheme in…

Optimization and Control · Mathematics 2025-05-28 Ling Liang , Zusen Xu , Kim-Chuan Toh , Jia-Jie Zhu

In this paper, a class of smoothing modulus-based iterative method was presented for solving implicit complementarity problems. The main idea was to transform the implicit complementarity problem into an equivalent implicit fixed-point…

Numerical Analysis · Mathematics 2023-06-09 Cong Guo , Chenliang Li , Tao Luo

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…

Quantum Physics · Physics 2018-08-20 Patrick Rebentrost , Maria Schuld , Leonard Wossnig , Francesco Petruccione , Seth Lloyd

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

The article considers the discrete analogue of the method of quickest descent for an inverse Acoustics problem in case of a smooth source. The authors derived the gradient of functional in differential and discrete cases, described the…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 G. Tyulepberdinova , G. Gaziz , N. Kerimbayev , S. Abdykarimova

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

Bilevel optimisation is used in inverse imaging problems for hyperparameter learning/identification and experimental design, for instance, to find optimal regularisation parameters and forward operators. However, computationally, the…

Optimization and Control · Mathematics 2025-08-06 Ensio Suonperä , Tuomo Valkonen

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

Machine Learning · Computer Science 2018-09-11 Bin Gu , De Wang , Zhouyuan Huo , Heng Huang

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…

Numerical Analysis · Mathematics 2021-01-05 Aleksey Alekseev , Alexander Bondarev

Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…

Optimization and Control · Mathematics 2025-04-18 V. Cerone , S. M. Fosson , A. Re , D. Regruto

We consider algebraic iterative reconstruction methods with applications in image reconstruction. In particular, we are concerned with methods based on an unmatched projector/backprojector pair; i.e., the backprojector is not the exact…

Numerical Analysis · Mathematics 2019-02-14 Yiqiu Dong , Per Christian Hansen , Michiel E. Hochstenbach , Nicolai Andre Brogaard Riis

These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…

Optimization and Control · Mathematics 2024-10-28 Charles Dossal , Samuel Hurault , Nicolas Papadakis

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

Optimization and Control · Mathematics 2024-02-06 Benjamin Grimmer

Obtaining meaningful solutions for inverse problems has been a major challenge with many applications in science and engineering. Recent machine learning techniques based on proximal and diffusion-based methods have shown promising results.…

Machine Learning · Computer Science 2024-02-08 Moshe Eliasof , Eldad Haber , Eran Treister

Nonlinear inverse problems have complicated landscapes. Hence the calculation with naive iterative schemes (e.g., Gauss-Newton or conjugate gradients) is trapped in local minima. The (first) Born approximation can avoid this trapping but…

Numerical Analysis · Mathematics 2025-12-02 Akari Ishida , Manabu Machida