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In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…

Optimization and Control · Mathematics 2012-08-30 Jacek Gondzio

The RFMP is an iterative regularization method for a class of linear inverse problems. It has proved to be applicable to problems which occur, for example, in the geosciences. In the early publications [Fischer2011] and [FischerMichel2012],…

Numerical Analysis · Mathematics 2021-12-23 Prof. Dr. Volker Michel , Sarah Orzlowski

This investigation seeks to establish the practicality of numerical frame approximations. Specifically, it develops a new method to approximate the inverse frame operator and analyzes its convergence properties. It is established that…

Numerical Analysis · Mathematics 2012-03-30 Guohui Song , Anne Gelb

We introduce new global and local inexact oracle concepts for a wide class of convex functions in composite convex minimization. Such inexact oracles naturally come from primal-dual framework, barrier smoothing, inexact computations of…

Optimization and Control · Mathematics 2020-02-25 Tianxiao Sun , Ion Necoara , Quoc Tran-Dinh

In this paper, we consider Frank-Wolfe-based algorithms for composite convex optimization problems with objective involving a logarithmically-homogeneous, self-concordant functions. Recent Frank-Wolfe-based methods for this class of…

Optimization and Control · Mathematics 2023-10-24 Nimita Shinde , Vishnu Narayanan , James Saunderson

We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

Recently, the $\l_{p}$-norm regularization minimization problem $(P_{p}^{\lambda})$ has attracted great attention in compressed sensing. However, the $\l_{p}$-norm $\|x\|_{p}^{p}$ in problem $(P_{p}^{\lambda})$ is nonconvex and…

Optimization and Control · Mathematics 2018-04-26 Angang Cui , Jigen Peng , Haiyang Li , Meng Wen , Jiajun Xiong

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

Information Theory · Computer Science 2016-11-02 Penghang Yin , Jack Xin

For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to…

Optimization and Control · Mathematics 2011-12-30 Martin Jaggi

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

The leaky ReLU network with a group sparse regularization term has been widely used in the recent years. However, training such a network yields a nonsmooth nonconvex optimization problem and there exists a lack of approaches to compute a…

Optimization and Control · Mathematics 2022-05-12 Wei Liu , Xin Liu , Xiaojun Chen

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

In this study, we investigate the $\left\|\cdot\right\|_{\ell_{1}}^{2}-\eta\left\|\cdot\right\|_{\ell_{2}}^{2}$ sparsity regularization with $0< \eta\leq 1$, in the context of nonlinear ill-posed inverse problems. We focus on the…

Numerical Analysis · Mathematics 2025-08-25 Long Li , Liang Ding

Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…

Optimization and Control · Mathematics 2021-06-30 Mathieu Barré , Adrien Taylor , Francis Bach

We focus on the minimization of the least square loss function either under a $k$-sparse constraint or with a sparse penalty term. Based on recent results, we reformulate the $\ell_0$ pseudo-norm exactly as a convex minimization problem by…

Optimization and Control · Mathematics 2019-03-07 Arne Bechensteen , Laure Blanc-Féraud , Gilles Aubert

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the $\ell_1$ norm composed with a linear transform. Empirical results show that the regularization with…

Numerical Analysis · Mathematics 2023-01-18 Qianru Liu , Rui Wang , Yuesheng Xu , Mingsong Yan