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The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…

Optimization and Control · Mathematics 2025-04-30 David Fersztand , Xu Andy Sun

We consider a neural network architecture designed to solve inverse problems where the degradation operator is linear and known. This architecture is constructed by unrolling a forward-backward algorithm derived from the minimization of an…

Optimization and Control · Mathematics 2025-10-02 Emilie Chouzenoux , Cecile Della Valle , Jean-Christophe Pesquet

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…

Optimization and Control · Mathematics 2026-04-20 Minh N. Dao , Matthew K. Tam , Thang D. Truong

We present a preconditioning of a generalized forward-backward splitting algorithm for finding a zero of a sum of maximally monotone operators $\sum_{i=1}^{n} A_i + B$ with $B$ cocoercive, involving only the computation of $B$ and of the…

Optimization and Control · Mathematics 2015-07-07 Raguet Hugo , Landrieu Loïc

Image restoration is typically addressed through non-convex inverse problems, which are often solved using first-order block-wise splitting methods. In this paper, we consider a general type of non-convex optimisation model that captures…

Non-negative matrix factorization (NMF) approximates a non-negative endogenous data matrix as $Y_1 \approx XB$, with non-negative latent components $X$ and coefficients $B$. Standard covariate-aware NMF is feedforward: $B$ depends only on…

Methodology · Statistics 2026-05-18 Kenichi Satoh

We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge…

Numerical Analysis · Mathematics 2016-03-24 Robert M. Gower , Peter Richtárik

We introduce regularity notions for averaged nonexpansive operators. Combined with regularity notions of their fixed point sets, we obtain linear and strong convergence results for quasicyclic, cyclic, and random iterations. New convergence…

Optimization and Control · Mathematics 2014-02-25 Heinz H. Bauschke , Dominikus Noll , Hung M. Phan

We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…

Optimization and Control · Mathematics 2016-12-23 Nitish Shirish Keskar , Andreas Waechter

Semi-Nonnegative Matrix Factorization (semi-NMF) extends classical Nonnegative Matrix Factorization (NMF) by allowing the basis matrix to contain both positive and negative entries, making it suitable for decomposing data with mixed signs.…

Machine Learning · Computer Science 2025-08-12 Lu Chenggang

In this paper, we present a probabilistic analysis of iterative node-based verification-based (NB-VB) recovery algorithms over irregular graphs in the context of compressed sensing. Verification-based algorithms are particularly interesting…

Information Theory · Computer Science 2012-04-24 Yaser Eftekhari , Amir H. Banihashemi , Ioannis Lambadaris

Quantum annealing has garnered significant attention as meta-heuristics inspired by quantum physics for combinatorial optimization problems. Among its many applications, nonnegative/binary matrix factorization stands out for its complexity…

Quantum Physics · Physics 2025-01-07 Renichiro Haba , Masayuki Ohzeki , Kazuyuki Tanaka

Non-negative matrix factorisation (NMF) has been extensively applied to the problem of corrupted image data. Standard NMF approach minimises Euclidean distance between data matrix and factorised approximation. The traditional NMF technique…

Computer Vision and Pattern Recognition · Computer Science 2023-05-02 Pengwei Yang , Chongyangzi Teng , Jack George Mangos

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

Optimization and Control · Mathematics 2021-09-10 Hao-Jun Michael Shi , Yuchen Xie , Richard Byrd , Jorge Nocedal

Backward error analysis allows finding a modified loss function, which the parameter updates really follow under the influence of an optimization method. The additional loss terms included in this modified function is called implicit…

Machine Learning · Computer Science 2025-03-06 Jinwoo Lim , Suhyun Kim , Soo-Mook Moon

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

Recent successes in image analysis with deep neural networks are achieved almost exclusively with Convolutional Neural Networks (CNNs), typically trained using the backpropagation (BP) algorithm. In a 2022 preprint, Geoffrey Hinton proposed…

Computer Vision and Pattern Recognition · Computer Science 2025-11-05 Riccardo Scodellaro , Ajinkya Kulkarni , Frauke Alves , Matthias Schröter

An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical…

Optimization and Control · Mathematics 2019-01-11 Alexander I. Golikov , Igor E. Kaporin

The paper proposes a new algorithm called SymBa that aims to achieve more biologically plausible learning than Back-Propagation (BP). The algorithm is based on the Forward-Forward (FF) algorithm, which is a BP-free method for training…

Computer Vision and Pattern Recognition · Computer Science 2023-03-16 Heung-Chang Lee , Jeonggeun Song