中文
相关论文

相关论文: Linear convergence of iterative soft-thresholding

200 篇论文

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

机器学习 · 计算机科学 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…

泛函分析 · 数学 2024-03-18 Guillermina Fongi , María Celeste Gonzalez

A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

最优化与控制 · 数学 2017-01-24 Patrick R. Johnstone , Pierre Moulin

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

数值分析 · 数学 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

数值分析 · 数学 2016-12-30 Sergey Voronin , Ingrid Daubechies

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

最优化与控制 · 数学 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…

信息论 · 计算机科学 2017-11-08 Zhanjie Song , Shidong Li , Ningning Han

We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…

最优化与控制 · 数学 2022-01-14 Christian Kirches , Jeffrey Larson , Sven Leyffer , Paul Manns

We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…

数值分析 · 数学 2019-03-27 Anna C. Gilbert , Howard W. Levinson , John C. Schotland

We propose accelerated versions of the operator Sinkhorn iteration for operator scaling using successive overrelaxation. We analyze the local convergence rates of these accelerated methods via linearization, which allows us to determine the…

最优化与控制 · 数学 2026-04-27 Tasuku Soma , André Uschmajew

Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…

最优化与控制 · 数学 2024-04-23 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu

We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically intractable and whose values may be obtained as the output…

统计计算 · 统计学 2025-12-04 Christophe Andrieu , Nicolas Chopin , Ettore Fincato , Mathieu Gerber

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

数值分析 · 数学 2018-03-06 Michael Griebel , Peter Oswald

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

最优化与控制 · 数学 2018-05-11 Christian Bargetz , Victor I. Kolobov , Simeon Reich , Rafał Zalas

In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…

机器学习 · 统计学 2022-03-18 Xiao-Tong Yuan , Ping Li

The article deals with gradient-like iterative methods for solving nonlinear operator equations on Hilbert and Banach spaces. The authors formulate a general principle of studying such methods. This principle allows to formulate simple…

泛函分析 · 数学 2008-09-09 O. N. Evkhuta , P. P. Zabreiko

In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space,…

最优化与控制 · 数学 2014-02-11 Jingwei Liang , Jalal M. Fadili , Gabriel Peyré

For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…

数值分析 · 数学 2015-05-20 Qinian Jin , Ulrich Tautenhahn

We establish linear convergence of relocated fixed-point iterations as introduced by Atenas et al. (2025) assuming the algorithmic operator satisfies a linear error bound. In particular, this framework applies to the setting where the…

最优化与控制 · 数学 2025-12-16 Felipe Atenas , Farhana Ahmed Simi , Matthew K Tam

This paper studies the convergence of the adaptively iterative thresholding (AIT) algorithm for compressed sensing. We first introduce a generalized restricted isometry property (gRIP). Then we prove that the AIT algorithm converges to the…

最优化与控制 · 数学 2015-12-17 Yu Wang , Jinshan Zeng , Zhimin Peng , Xiangyu Chang , Zongben Xu