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Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

最优化与控制 · 数学 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We study a forward backward splitting algorithm that solves the variational inequality \begin{equation*} A x +\nabla \Phi(x)+ N_C (x) \ni 0 \end{equation*} where $H$ is a real Hilbert space, $A: H\rightrightarrows H$ is a maximal monotone…

最优化与控制 · 数学 2014-08-06 Marc-Olivier Czarnecki , Nahla Noun , Juan Peypouquet

We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…

最优化与控制 · 数学 2022-03-07 Anis Hamadouche , Yun Wu , Andrew M. Wallace , Joao F. C. Mota

In a Hilbert space setting $\mathcal H$, given $\Phi: \mathcal H \to \mathbb R$ a convex continuously differentiable function, and $\alpha$ a positive parameter, we consider the inertial system with Asymptotic Vanishing Damping…

最优化与控制 · 数学 2017-06-20 Hedy Attouch , Zaki Chbani , Hassan Riahi

We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and…

机器学习 · 计算机科学 2019-09-17 Konstantin Mishchenko

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

数值分析 · 计算机科学 2017-10-18 Hiva Ghanbari , Katya Scheinberg

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

最优化与控制 · 数学 2021-08-10 Tom Tirer , Raja Giryes

Sharpness-Aware Minimization (SAM) is an optimizer that takes a descent step based on the gradient at a perturbation $y_t = x_t + \rho \frac{\nabla f(x_t)}{\lVert \nabla f(x_t) \rVert}$ of the current point $x_t$. Existing studies prove…

机器学习 · 计算机科学 2023-10-30 Dongkuk Si , Chulhee Yun

In this manuscript, we investigate geometric regularity estimates for problems governed by quasi-linear elliptic models in non-divergence form, which may exhibit either degenerate or singular behavior when the gradient vanishes, under…

偏微分方程分析 · 数学 2025-03-31 Claudemir Alcantara , João Vitor da Silva , Ginaldo Sá

We study contractive projections, isometries, and real positive maps on algebras of operators on a Hilbert space. For example we find generalizations and variants of certain classical results on contractive projections on C*-algebras and…

算子代数 · 数学 2019-11-11 David P. Blecher , Matthew Neal

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

最优化与控制 · 数学 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

概率论 · 数学 2007-05-23 Lorenzo Zambotti

In this paper, we introduce a novel Extra-Gradient method with anchor term governed by general parameters. Our method is derived from an explicit discretization of a Tikhonov-regularized monotone flow in Hilbert space, which provides a…

最优化与控制 · 数学 2024-10-21 Radu Ioan Boţ , Enis Chenchene

We study Tikhonov regularization for solving ill--posed operator equations where the solutions are functions defined on surfaces. One contribution of this paper is an error analysis of Tikhonov regularization which takes into account…

数值分析 · 数学 2016-12-15 Guozhi Dong , Bert Juettler , Otmar Scherzer , Thomas Takacs

We develop subgradient- and gradient-based methods for minimizing strongly convex functions under a notion which generalizes the standard Euclidean strong convexity. We propose a unifying framework for subgradient methods which yields two…

最优化与控制 · 数学 2016-08-19 Masaru Ito

We derive upper bounds on the difference between the orthogonal projections of a smooth function $u$ onto two finite element spaces that are nearby, in the sense that the support of every shape function belonging to one but not both of the…

数值分析 · 数学 2014-08-19 Evan S. Gawlik , Adrian J. Lew

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

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

机器学习 · 统计学 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

In this paper, we propose a general Tikhonov regularized second-order dynamical system with viscous damping, time scaling and extrapolation coefficients for the convex-concave bilinear saddle point problem. By the Lyapunov function…

最优化与控制 · 数学 2026-02-02 Bohan Zhang , Xiaojun Zhang

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

最优化与控制 · 数学 2013-08-28 Ting Kei Pong