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Tikhonov regularization is a common technique used when solving poorly behaved optimization problems. Often, and with good reason, this technique is applied by practitioners in an ad hoc fashion. In this note, we systematically illustrate…

Optimization and Control · Mathematics 2022-12-16 J. Adriazola

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

This paper is concerned with the solution of large-scale linear discrete ill-posed problems with error-contaminated data. Tikhonov regularization is a popular approach to determine meaningful approximate solutions of such problems. The…

Numerical Analysis · Mathematics 2016-02-11 Guangxin Huang , Silvia Noschese , Lothar Reichel

The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…

Numerical Analysis · Mathematics 2015-03-13 André Gaul , Nico Schlömer

The standard approach for dealing with the ill-posedness of the training problem in machine learning and/or the reconstruction of a signal from a limited number of measurements is regularization. The method is applicable whenever the…

Optimization and Control · Mathematics 2020-07-13 Michael Unser

We discuss, in the context of inverse linear problems in Hilbert space, the notion of the associated infinite-dimensional Krylov subspace and we produce necessary and sufficient conditions for the Krylov-solvability of a given inverse…

Numerical Analysis · Mathematics 2019-08-28 Noe Caruso , Alessandro Michelangeli , Paolo Novati

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…

Numerical Analysis · Mathematics 2023-07-28 Yannik G. Gleichmann , Marcus J. Grote

Several convergence results in Hilbert scales under different source conditions are proved and orders of convergence and optimal orders of convergence are derived. Also, relations between those source conditions are proved. The concept of a…

Functional Analysis · Mathematics 2015-06-03 Gisela L. Mazzieri , Ruben D. Spies

We consider a class of inexact Newton regularization methods for solving nonlinear inverse problems in Hilbert scales. Under certain conditions we obtain the order optimal convergence rate result.

Numerical Analysis · Mathematics 2010-09-21 Qinian Jin , Ulrich Tautenhahn

This paper deals with Lavrentiev regularization for solving linear ill-posed problems, mostly with respect to accretive operators on Hilbert spaces. We present converse and saturation results which are an important part in regularization…

Numerical Analysis · Mathematics 2016-07-19 Robert Plato

We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…

Numerical Analysis · Mathematics 2025-01-06 Haibo Li

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

Numerical Analysis · Mathematics 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…

Numerical Analysis · Mathematics 2018-08-28 Ye Zhang , Bernd Hofmann

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…

Optimization and Control · Mathematics 2023-08-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

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

We consider abstract operator equations $Fu=y$, where $F$ is a compact linear operator between Hilbert spaces $U$ and $V$, which are function spaces on \emph{closed, finite dimensional Riemannian manifolds}, respectively. This setting is of…

Numerical Analysis · Mathematics 2015-05-28 Nicolas Thorstensen , Otmar Scherzer

In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…

Numerical Analysis · Mathematics 2024-11-28 Houda Barkouki , Khalide Jbilou

In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…

Numerical Analysis · Mathematics 2018-12-18 J. Tanner Slagel , Julianne Chung , Matthias Chung , David Kozak , Luis Tenorio

We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such…

Functional Analysis · Mathematics 2024-07-23 Noe Angelo Caruso , Alessandro Michelangeli

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione
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