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We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem…

Optimization and Control · Mathematics 2017-08-14 Veronika Karl , Frank Pörner

We derive and analyse a new variant of the iteratively regularized Landweber iteration, for solving linear and nonlinear ill-posed inverse problems. The method takes into account training data, which are used to estimate the interior of a…

Numerical Analysis · Mathematics 2020-03-19 Andrea Aspri , Sebastian Banert , Ozan Öktem , Otmar Scherzer

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…

Information Theory · Computer Science 2021-08-23 Hao Wang , Fan Zhang , Yuanming Shi , Yaohua Hu

In the framework of sparsity-enforcing regularisation for linear inverse problems, we consider the minimisation of a square-root Lasso cost function. To solve this problem we devise a simple modification (called SQRT-ISTA) of the Iterative…

Optimization and Control · Mathematics 2025-10-29 Patrizia Boccacci , Christine De Mol , Ignace Loris

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

Data Structures and Algorithms · Computer Science 2016-11-24 Kimon Fountoulakis , Abhisek Kundu , Eugenia-Maria Kontopoulou , Petros Drineas

In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2024-12-02 Lahcen El Bourkhissi , Ion Necoara

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…

Methodology · Statistics 2016-05-12 Zemin Zheng , Yingying Fan , Jinchi Lv

The determination of solutions of many inverse problems usually requires a set of measurements which leads to solving systems of ill-posed equations. In this paper we propose the Landweber iteration of Kaczmarz type with general uniformly…

Numerical Analysis · Mathematics 2013-07-17 Qinian Jin , Wei Wang

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of…

Optimization and Control · Mathematics 2018-03-20 Ivan Selesnick

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

Recent work by Rauhut and Ward developed a notion of weighted sparsity and a corresponding notion of Restricted Isometry Property for the space of weighted sparse signals. Using these notions, we pose a best weighted sparse approximation…

Information Theory · Computer Science 2015-01-08 Jason Jo

In this paper, the local convergence of Iteratively regularized Landweber iteration method is investigated for solving non-linear inverse problems in Banach spaces. Our analysis mainly relies on the assumption that the inverse mapping…

Numerical Analysis · Mathematics 2020-11-17 Gaurav Mittal , Ankik Kumar Giri

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath
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