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Accurate determination of the regularization parameter in inverse problems still represents an analytical challenge, owing mainly to the considerable difficulty to separate the unknown noise from the signal. We present a new approach for…

Numerical Analysis · Mathematics 2019-07-24 Eitan Levin , Alexander Y. Meltzer

We study filter based regularization methods for linear ill-posed problems between Hilbert spaces. We derive optimal order conditions under a-priori choice rules for the regularization parameter. Such analysis is applied to the fractional…

Numerical Analysis · Mathematics 2014-05-09 Davide Bianchi , Marco Donatelli , Stefano Serra-Capizzano

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

Numerical Analysis · Mathematics 2013-09-02 Simon R. Arridge , Marta M. Betcke , Lauri Harhanen

Solving the indefinite Helmholtz equation is not only crucial for the understanding of many physical phenomena but also represents an outstandingly-difficult benchmark problem for the successful application of numerical methods. Here we…

Numerical Analysis · Mathematics 2022-04-29 Jonas Schmitt , Harald Köstler

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

We revisit the problem of large-scale bundle adjustment and propose a technique called Multidirectional Conjugate Gradients that accelerates the solution of the normal equation by up to 61%. The key idea is that we enlarge the search space…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Simon Weber , Nikolaus Demmel , Daniel Cremers

We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with…

Optimization and Control · Mathematics 2020-04-21 Nimit Nimana , Narin Petrot

In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…

Optimization and Control · Mathematics 2015-01-13 Kimon Fountoulakis , Jacek Gondzio

This paper is concerned with solving ill-posed tensor linear equations. These kinds of equations may appear from finite difference discretization of high-dimensional convection-diffusion problems or when partial differential equations in…

Numerical Analysis · Mathematics 2019-07-23 Fatemeh P. A. Beik , Khalide Jbilou , Mehdi Najafi-Kalyani , Lothar Reichel

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Optimization and Control · Mathematics 2025-04-01 Rongxuan Li

Parameter identification problems typically consist of a model equation, e.g. a (system of) ordinary or partial differential equation(s), and the observation equation. In the conventional reduced setting, the model equation is eliminated…

Numerical Analysis · Mathematics 2016-03-18 Barbara Kaltenbacher

We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…

Numerical Analysis · Mathematics 2016-09-23 Man-Chung Yeung , Craig C. Douglas , Long Lee

In this article we combine the projective Landweber method, recently proposed by the authors, with Kaczmarz's method for solving systems of non-linear ill-posed equations. The underlying assumption used in this work is the tangential cone…

Numerical Analysis · Mathematics 2020-11-12 A. Leitao , B. F. Svaiter

Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…

Optimization and Control · Mathematics 2021-05-05 Jeffrey Cornelis , Wim Vanroose

For the solution of linear discrete ill-posed problems, in this paper we consider the Arnoldi-Tikhonov method coupled with the Generalized Cross Validation for the computation of the regularization parameter at each iteration. We study the…

Numerical Analysis · Mathematics 2013-04-02 Paolo Novati , Maria Rosaria Russo

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

Numerical Analysis · Mathematics 2021-11-18 Noe Caruso , Alessandro Michelangeli

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini