English
Related papers

Related papers: A convex lifting approach for the Calder\'on probl…

200 papers

The Calder\'on problem for the fractional Schr\"odinger equation was introduced in the work \cite{GSU}, which gave a global uniqueness result also in the partial data case. This article improves this result in two ways. First, we prove a…

Analysis of PDEs · Mathematics 2020-02-17 Angkana Rüland , Mikko Salo

Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…

Machine Learning · Computer Science 2019-11-19 Dan Garber , Shoham Sabach , Atara Kaplan

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…

Numerical Analysis · Mathematics 2024-04-05 Qinian Jin , Qin Huang

Many optimal and robust control problems are nonconvex and potentially nonsmooth in their policy optimization forms. In Part II of this paper, we introduce a new and unified Extended Convex Lifting (ECL) framework to reveal hidden convexity…

Optimization and Control · Mathematics 2024-06-07 Yang Zheng , Chih-Fan Pai , Yujie Tang

We solve an inverse initial data problem for the incompressible Navier-Stokes system. The objective is to recover the initial velocity and pressure from lateral boundary observations, without assuming that the time-independent body force is…

Analysis of PDEs · Mathematics 2026-04-24 Phuong M. Nguyen , Loc H. Nguyen

We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Austine Efut Ofem , Kalu Okam Okorie , Chinedu Izuchukwu , Chibueze Christian Okeke

The problem of imaging of a moving target is formulated as a Coefficient Inverse Problem for a hyperbolic equation with its coefficient depending on all three spatial variables and time. As the initial condition, the point source running…

Numerical Analysis · Mathematics 2025-12-23 Michael V. Klibanov , Jingzhi Li , Vladimir G. Romanov , Zhipeng Yang

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

The forward problem here is the Cauchy problem for a 1D hyperbolic PDE with a variable coefficient in the principal part of the operator. That coefficient is the spatially distributed dielectric constant. The inverse problem consists of the…

Numerical Analysis · Mathematics 2020-04-16 Alexey Smirnov , Michael Klibanov , Anders Sullivan , Lam Nguyen

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

We describe a convex relaxation for the Gilbert-Steiner problem both in $R^d$ and on manifolds, extending the framework proposed in [9], and we discuss its sharpness by means of calibration type arguments. The minimization of the resulting…

Optimization and Control · Mathematics 2018-10-15 Mauro Bonafini , Édouard Oudet

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

We propose a globally convergent computational technique for the nonlinear inverse problem of reconstructing the zero-order coefficient in a parabolic equation using partial boundary data. This technique is called the "reduced dimensional…

Numerical Analysis · Mathematics 2023-09-27 Ray Abney , Thuy T. Le , Loc H. Nguyen , Cam Peters

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…

Optimization and Control · Mathematics 2018-03-09 James Luedtke , Claudia D'Ambrosio , Jeff Linderoth , Jonas Schweiger

We study an inverse source problem for a semilinear parabolic equation in a bounded domain, where the nonlinearity depends on the unknown function and its gradient through a quadratic reaction term and a Burgers-type convection term. From…

Analysis of PDEs · Mathematics 2026-01-22 Hu Xirui

We prove uniqueness results for a Calderon type inverse problem for the Hodge Laplacian acting on graded forms on certain manifolds in three dimensions. In particular, we show that partial measurements of the relative-to-absolute or…

Analysis of PDEs · Mathematics 2016-05-13 Francis J. Chung , Mikko Salo , Leo Tzou

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

We pose the problem of approximating optimally a given nonnegative signal with the scalar autoconvolution of a nonnegative signal. The I-divergence is chosen as the optimality criterion being well suited to incorporate nonnegativity…

Optimization and Control · Mathematics 2024-06-04 Lorenzo Finesso , Peter Spreij
‹ Prev 1 4 5 6 7 8 10 Next ›