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相关论文: Combining fast inertial dynamics for convex optimi…

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In this paper we investigate in a Hilbert space setting a second order dynamical system of the form $$\ddot{x}(t)+\g(t)\dot{x}(t)+x(t)-J_{\lambda(t) A}\big(x(t)-\lambda(t) D(x(t))-\lambda(t)\beta(t)B(x(t))\big)=0,$$ where $A:{\mathcal…

动力系统 · 数学 2017-01-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

最优化与控制 · 数学 2021-12-20 Xin Qu , Wei Bian

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

最优化与控制 · 数学 2025-04-08 Promit Ghosal , Marcel Nutz

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…

最优化与控制 · 数学 2024-07-25 Jean-François Aujol , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre

We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…

最优化与控制 · 数学 2016-08-16 Radu Ioan Bot , Ernö Robert Csetnek

Regularization techniques are necessary to compute meaningful solutions to discrete ill-posed inverse problems. The well-known 2-norm Tikhonov regularization method equipped with a discretization of the gradient operator as regularization…

数值分析 · 数学 2024-06-05 Silvia Gazzola , Ali Gholami

We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…

最优化与控制 · 数学 2021-08-03 Long Chen , Hao Luo

For the Tikhonov regularization of ill-posed nonlinear operator equations, convergence is studied in a Hilbert scale setting. We include the case of oversmoothing penalty terms, which means that the exact solution does not belong to the…

数值分析 · 数学 2020-02-03 Bernd Hofmann , Robert Plato

In a real Hilbert space setting, we investigate the asymptotic behavior of the solutions of the classical Arrow-Hurwicz differential system combined with Tikhonov regularizing terms. Under some newly proposed conditions on the Tikhonov…

最优化与控制 · 数学 2025-09-03 Fouad Battahi , Zaki Chbani , Simon K. Niederländer , Hassan Riahi

In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…

最优化与控制 · 数学 2021-06-24 Radu Ioan Bot , Dang-Khoa Nguyen

We consider gradient flow/gradient descent and heavy ball/accelerated gradient descent optimization for convex objective functions. In the gradient flow case, we prove the following: 1. If $f$ does not have a minimizer, the convergence…

最优化与控制 · 数学 2023-10-27 Jonathan W. Siegel , Stephan Wojtowytsch

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

数值分析 · 数学 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…

最优化与控制 · 数学 2026-01-22 Samir Adly , Juan José Maulén , Emilio Vilches

In this paper we consider convex Tikhonov regularisation for the solution of linear operator equations on Hilbert spaces. We show that standard fractional source conditions can be employed in order to derive convergence rates in terms of…

最优化与控制 · 数学 2020-02-24 Markus Grasmair

In this paper, we propose a Tikhonov-like regularization for dynamical systems associated with non-expansive operators defined in closed and convex sets of a Hilbert space. We prove the well-posedness and the strong convergence of the…

最优化与控制 · 数学 2020-07-23 Pedro Pérez-Aros , Emilio Vilches

Our approach is part of the close link between continuous dissipative dynamical systems and optimization algorithms. We aim to solve convex minimization problems by means of stochastic inertial differential equations which are driven by the…

最优化与控制 · 数学 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch , Peter Ochs

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

最优化与控制 · 数学 2023-07-05 Daniel Obmann , Markus Haltmeier

In this paper, we apply a new kind of smoothness concept, i.e. H\"older stability estimates for the determination of convergence rates of Tikhonov regularization for linear and non-linear inverse problems in Hilbert spaces. For linear…

数值分析 · 数学 2020-11-05 Gaurav Mittal , Ankik Kumar Giri

To deal with the ill-posed nature of the inverse heat conduction problem (IHCP), the regularization parameter alpha can be incorporated into a minimization problem, which is known as Tikhonov regularization method, a popular technique to…

数值分析 · 数学 2021-10-05 C. Ahn , C. Park , DI. Park , JG. Kim

We begin by considering second order dynamical systems of the from $\ddot x(t) + \gamma(t)\dot x(t) + \lambda(t)B(x(t))=0$, where $B: {\cal H}\rightarrow{\cal H}$ is a cocoercive operator defined on a real Hilbert space ${\cal H}$,…

最优化与控制 · 数学 2016-03-10 Radu Ioan Bot , Ernö Robert Csetnek