相关论文: Stochastic convergence of regularized solutions an…

Stochastic composition optimization draws much attention recently and has been successful in many emerging applications of machine learning, statistical analysis, and reinforcement learning. In this paper, we focus on the composition…

We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Some prominent discretisation methods such as finite elements provide a way to approximate a function of $d$ variables from $n$ values it takes on the nodes $x_i$ of the corresponding mesh. The accuracy is $n^{-s_a/d}$ in $L^2$-norm, where…

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Inverse problems arise in a variety of imaging applications including computed tomography, non-destructive testing, and remote sensing. The characteristic features of inverse problems are the non-uniqueness and instability of their…

In this paper we present a finite element method for the direct transcription of constrained non-linear optimal control problems. We prove that our method converges of high order under mild assumptions. Our analysis uses a regularized…

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

Tikhonov regularization involves minimizing the combination of a data discrepancy term and a regularizing term, and is the standard approach for solving inverse problems. The use of non-convex regularizers, such as those defined by trained…

The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

The focus of this book is on the analysis of regularization methods for solving \emph{nonlinear inverse problems}. Specifically, we place a strong emphasis on techniques that incorporate supervised or unsupervised data derived from prior…

This paper presents a modified quasi-reversibility method for computing the exponentially unstable solution of a nonlocal terminal-boundary value parabolic problem with noisy data. Based on data measurements, we perturb the problem by the…

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

The characteristic feature of inverse problems is their instability with respect to data perturbations. In order to stabilize the inversion process, regularization methods have to be developed and applied. In this work we introduce and…