相关论文: Smoothed-TV Regularization for H\"older Continuous…

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Over the last 30 years a plethora of variational regularisation models for image reconstruction has been proposed and thoroughly inspected by the applied mathematics community. Among them, the pioneering prototype often taught and learned…

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…

Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications,…

The multilinear framework has achieved the breakthrough $1-1/e$ approximation for maximizing a monotone submodular function subject to a matroid constraint. This framework has a continuous optimization part and a rounding part. We extend…

Bilevel programming has recently received a great deal of attention due to its abundant applications in many areas. The optimal value function approach provides a useful reformulation of the bilevel problem, but its utility is often limited…

Regularisation allows one to handle ill-posed inverse problems. Here we focus on discrete unfolding problems. The properties of the results are characterised by the consistency between measurements and unfolding result and by the posterior…

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Here we develop a regularity theory for a polyconvex functional in $2\times2-$dimensional compressible finite elasticity. In particular, we consider energy minimizers/stationary points of the functional…

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Consider reconstructing a signal $x$ by minimizing a weighted sum of a convex differentiable negative log-likelihood (NLL) (data-fidelity) term and a convex regularization term that imposes a convex-set constraint on $x$ and enforces its…

We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition…

We present a framework for smooth optimization of explicitly regularized objectives for (structured) sparsity. These non-smooth and possibly non-convex problems typically rely on solvers tailored to specific models and regularizers. In…

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

We present an adaptive regularization scheme for optimizing composite energy functionals arising in image analysis problems. The scheme automatically trades off data fidelity and regularization depending on the current data fit during the…

In this paper we prove that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is…

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

In this paper, we consider the variational regularization of manifold-valued data in the inverse problems setting. In particular, we consider TV and TGV regularization for manifold-valued data with indirect measurement operators. We provide…