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This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…

Numerical Analysis · Mathematics 2021-02-23 Chuchu Chen , Jialin Hong , Lihai Ji

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

Saddle-point problems appear in various settings including machine learning, zero-sum stochastic games, and regression problems. We consider decomposable saddle-point problems and study an extension of the alternating direction method of…

Optimization and Control · Mathematics 2022-12-29 Mustafa O. Karabag , David Fridovich-Keil , Ufuk Topcu

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

The application of Renormalization Group (RG) methods to find perfect discretizations of partial differential equations is a promising but little investigated approach. We calculate the classically perfect fixed-point Laplace operator for…

High Energy Physics - Lattice · Physics 2009-10-31 S. Hauswirth

In this work, we study resolvent splitting algorithms for solving composite monotone inclusion problems. The objective of these general problems is finding a zero in the sum of maximally monotone operators composed with linear operators.…

Optimization and Control · Mathematics 2022-02-22 Francisco J. Aragón-Artacho , Radu I. Boţ , David Torregrosa-Belén

Polynomial factorization in conventional sense is an ill-posed problem due to its discontinuity with respect to coefficient perturbations, making it a challenge for numerical computation using empirical data. As a regularization, this paper…

Numerical Analysis · Mathematics 2021-03-09 Wenyuan Wu , Zhonggang Zeng

Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from…

Numerical Analysis · Mathematics 2018-01-31 Martin Benning , Martin Burger

For a wide variety of regularization methods, algorithms computing the entire solution path have been developed recently. Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but…

Machine Learning · Computer Science 2009-03-30 Bernd Gärtner , Joachim Giesen , Martin Jaggi , Torsten Welsch

Several clustering methods (e.g., Normalized Cut and Ratio Cut) divide the Min Cut cost function by a cluster dependent factor (e.g., the size or the degree of the clusters), in order to yield a more balanced partitioning. We, instead,…

Machine Learning · Computer Science 2025-02-06 Morteza Haghir Chehreghani

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

We consider the minimization of a sum of a smooth function with a nonsmooth composite function, where the composition is applied on a random linear mapping. This random composite model encompasses many problems, and can especially capture…

Optimization and Control · Mathematics 2024-12-02 Dan Greenstein , Nadav Hallak

This paper presents a regularization technique for the high order efficient numerical evaluation of nearly singular, principal-value, and finite-part Cauchy-type integral operators. By relying on the Cauchy formula, the Cauchy-Goursat…

Numerical Analysis · Mathematics 2021-03-02 Vicente Gómez , Carlos Pérez-Arancibia

In this work, our aim is to reconstruct the unknown initial value from terminal data. We develop a numerical framework on nonuniform time grids for fractional wave equations under the lower regularity assumptions. Then, we introduce a…

Numerical Analysis · Mathematics 2025-06-25 Dakang Cen , Zhiyuan Li , Wenlong Zhang

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

Staple-shaped Wilson line operators are necessary for the study of transverse momentum-dependent parton distribution functions (TMDPDFs) in lattice QCD and beyond. In this work, we study the renormalization of such operators in the general…

The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…

Optimization and Control · Mathematics 2023-11-22 Alexander Titov , Fedor Stonyakin , Mohammad Alkousa , Alexander Gasnikov

The algebraic method of singular reduction is applied for non regular group action on manifolds which provides singular symplectic spaces. The problem of deformation quantization of the singular surfaces is the focus. For some examples of…

Mathematical Physics · Physics 2017-06-27 Victor Palamodov

We consider regularized cutting-plane methods to minimize a convex function that is the sum of a large number of component functions. One important example is the dual problem obtained from Lagrangian relaxation on a decomposable problem.…

Optimization and Control · Mathematics 2021-10-26 Nagisa Sugishita , Andreas Grothey , Ken McKinnon

We describe a method to discretize optimization problems arising in the regularization of linear inverse problem having compact forward operator defined on 3-D valed measures, compactly supported on a fixed set. The criterion is a quadratic…

Optimization and Control · Mathematics 2025-05-05 L Baratchart , D P Hardin , C Villalobos-Guillén