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We present a proximal quasi-Newton method in which the approximation of the Hessian has the special format of "identity minus rank one" (IMRO) in each iteration. The proposed structure enables us to effectively recover the proximal point.…

Optimization and Control · Mathematics 2019-01-08 Sahar Karimi , Stephen Vavasis

The iterative refinement method (IRM) has been very successfully applied in many different fields for examples the modern quantum chemical calculation and CT image reconstruction. It is proved that the refinement method can create an exact…

Medical Physics · Physics 2015-12-23 Kang Yang , Kevin Yang , Xintie Yang , Shuang-Ren Zhao

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

Optimization and Control · Mathematics 2019-07-18 Mostafa Amini , Farzad Yousefian

We present a simple formula to update the pseudoinverse of a full-rank rectangular matrix that undergoes a low-rank modification, and demonstrate its utility for solving least squares problems. The resulting algorithm can be dramatically…

Numerical Analysis · Mathematics 2024-07-02 Stefan Güttel , Yuji Nakatsukasa , Marcus Webb , Alban Bloor Riley

The design of digital filters is a fundamental process in the context of digital signal processing. The purpose of this paper is to study the use of $\lp$ norms (for $2 < p < \infty$) as design criteria for digital filters, and to introduce…

Information Theory · Computer Science 2012-07-20 Ricardo A. Vargas , C. Sidney Burrus

With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…

Numerical Analysis · Mathematics 2022-09-02 Erin Carson , Noaman Khan

Iterative image reconstruction (IIR) algorithms in Computed Tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the…

Medical Physics · Physics 2013-02-22 Emil Y. Sidky , Jakob S. Jørgensen , Xiaochuan Pan

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Of all the possible projection methods for solving large-scale Lyapunov matrix equations, Galerkin approaches remain much more popular than minimal-residual ones. This is mainly due to the different nature of the projected problems stemming…

Numerical Analysis · Mathematics 2024-03-06 Kathryn Lund , Davide Palitta

We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…

Numerical Analysis · Mathematics 2011-11-08 Tilmann Glimm , Nick Henscheid

We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…

Numerical Analysis · Mathematics 2026-03-02 Takeshi Terao , Katsuhisa Ozaki , Toshiyuki Imamura , Takeshi Ogita

It was recently observed that chiral two-body interactions can be efficiently represented using matrix factorization techniques such as the singular value decomposition. However, the exploitation of these low-rank structures in a few- or…

Nuclear Theory · Physics 2022-08-30 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , A. Schwenk , L. Zurek

Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

Optimization and Control · Mathematics 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Optimization and Control · Mathematics 2020-02-06 Aliyu Muhammed Awwal , Poom Kumam , Hassan Mohammad

Pruning is a core technique for compressing neural networks to improve computational efficiency. This process is typically approached in two ways: one-shot pruning, which involves a single pass of training and pruning, and iterative…

Machine Learning · Computer Science 2025-08-20 Mikołaj Janusz , Tomasz Wojnar , Yawei Li , Luca Benini , Kamil Adamczewski

Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…

Numerical Analysis · Mathematics 2024-09-02 Yanfei Yang

In "Li, L. and Yin, X. (2008). Sliced Inverse Regression with Regularizations. Biometrics, 64(1):124--131" a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares…

Statistics Theory · Mathematics 2011-04-04 Caroline Bernard-Michel , Laurent Gardes , Stéphane Girard

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

Numerical Analysis · Mathematics 2016-12-30 Sergey Voronin , Ingrid Daubechies

In this work we present a new simple but efficient scheme - Subsquares approach - for development of algorithms for enclosing the solution set of overdetermined interval linear systems. We are going to show two algorithms based on this…

Numerical Analysis · Computer Science 2013-05-07 Jaroslav Horáček , Milan Hladík

This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or…

Numerical Analysis · Mathematics 2018-05-07 Christian Clason , Barbara Kaltenbacher , Elena Resmerita