Related papers: Algorithmic regularization with velocity-dependent…
The widespread adoption of machine learning algorithms necessitates hardware acceleration to ensure efficient performance. This acceleration relies on custom matrix engines that operate on full or reduced-precision floating-point…
Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a bias from the true solution. To mitigate this bias while…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…
In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…
Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…
Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of…
In this work we deal with parametric inverse problems, which consist in recovering a finite number of parameters describing the structure of an unknown object, from indirect measurements. State-of-the-art methods for approximating a…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
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…
In this paper we develop a procedure to deal with a family of parameter-dependent ill-posed problems, for which the exact solution in general does not exist. The original problems are relaxed by considering corresponding approximate ones,…
The explicit low-rank regularization, e.g., nuclear norm regularization, has been widely used in imaging sciences. However, it has been found that implicit regularization outperforms explicit ones in various image processing tasks. Another…
Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…
This paper deals with an inertial proximal algorithm that contains a Tikhonov regularization term, in connection to the minimization problem of a convex lower semicontinuous function $f$. We show that for appropriate Tikhonov regularization…
For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…
Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…
We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…
We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…