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Sparse level-set formulations allow practitioners to find the minimum 1-norm solution subject to likelihood constraints. Prior art requires this constraint to be convex. In this letter, we develop an efficient approach for nonconvex…

最优化与控制 · 数学 2021-11-24 Metin Vural , Aleksandr Y. Aravkin , Sławomir Stan'czak

In this work, a convergence lemma for function $f$ being finite compositions of analytic mappings and the maximum operator is proved. The lemma shows that the set of $\delta$-stationary points near an isolated local minimum point $x^*$ is…

计算机科学与博弈论 · 计算机科学 2022-08-12 Xiaotie Deng , Hanyu Li , Ningyuan Li

The Sinc approximation is a function approximation formula that attains exponential convergence for rapidly decaying functions defined on the whole real axis. Even for other functions, the Sinc approximation works accurately when combined…

数值分析 · 计算机科学 2022-03-04 Tomoaki Okayama

In this paper we study the convergence of Newton-Raphson method. For this method there exists some convergence results which are practically not very useful and just guarantee the convergence of this method when the first term of this…

综合数学 · 数学 2021-12-10 Hassan Khandani

We study a Newton-like method for the minimization of an objective function that is the sum of a smooth convex function and an l-1 regularization term. This method, which is sometimes referred to in the literature as a proximal Newton…

最优化与控制 · 数学 2013-09-16 Richard H. Byrd , Jorge Nocedal , Figen Oztoprak

We study a general convergence theory for the numerical solutions of compressible viscous and electrically conducting fluids with a focus on numerical schemes that preserve the divergence free property of magnetic field exactly. Our…

数值分析 · 数学 2021-07-06 Yang Li , Bangwei She

We present a new approach to convergence rate results for variational regularization. Avoiding Bregman distances and using image space approximation rates as source conditions we prove a nearly minimax theorem showing that the modulus of…

数值分析 · 数学 2021-07-07 Philip Miller

The behavior of physical systems is typically modeled using differential equations which are too complex to solve analytically. In practical problems, these equations are discretized on a computational domain, and numerical solutions are…

数值分析 · 数学 2021-03-26 Mohit Tekriwal , Karthik Duraisamy , Jean-Baptiste Jeannin

In this paper a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function $f(t)$ is continuous with (known) compact support. An…

数值分析 · 数学 2009-11-18 Sapto W. Indratno , A. G. Ramm

We prove that, for any closed semialgebraic subset $W$ of $\mathbb{R}^n$ and for any positive integer $p$, there exists a Nash function $f:\mathbb{R}^n\setminus W\longrightarrow (0, \infty)$ which is equivalent to the distance function from…

经典分析与常微分方程 · 数学 2024-04-22 Beata Kocel-Cynk , Wiesław Pawłucki , Anna Valette

Let $S_{n}$ be a sum of independent identically distribution random variables with finite first moment and $h_{M}$ be a call function defined by $g_{M}(x)=\max\{x-M,0\}$ for $x\in\mathbb{R}$, $M>0$. In this paper, we assume the random…

概率论 · 数学 2024-11-26 Peng Chen , Tianyi Qi , Ting Zhang

Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…

数值分析 · 数学 2018-09-06 Nick Schenkels , Wim Vanroose

We consider the computation of stable approximations to the exact solution $x^\dag$ of nonlinear ill-posed inverse problems $F(x)=y$ with nonlinear operators $F:X\to Y$ between two Hilbert spaces $X$ and $Y$ by the Newton type methods $$…

数值分析 · 数学 2008-10-24 Qinian Jin , Ulrich Tautenhahn

The convex feasibility problem (CFP) is to find a feasible point in the intersection of finitely many convex and closed sets. If the intersection is empty then the CFP is inconsistent and a feasible point does not exist. However,…

最优化与控制 · 数学 2018-04-27 Yair Censor , Maroun Zaknoon

We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a…

数值分析 · 数学 2007-09-27 John Jossey , Anil N. Hirani

We study inexact fixed-point proximity algorithms for solving a class of sparse regularization problems involving the $\ell_0$ norm. Specifically, the $\ell_0$ model has an objective function that is the sum of a convex fidelity term and a…

最优化与控制 · 数学 2024-04-30 Ronglong Fang , Yuesheng Xu , Mingsong Yan

Let $f(x)=x^TAx+2a^Tx+c$ and $h(x)=x^TBx+2b^Tx+d$ be two quadratic functions having symmetric matrices $A$ and $B$. The S-lemma with equality asks when the unsolvability of the system $f(x)<0, h(x)=0$ implies the existence of a real number…

最优化与控制 · 数学 2015-04-20 Yong Xia , Shu Wang , Ruey-Lin Sheu

The calculation of the minimum of the effective potential using the zeta function method is extremely advantagous, because the zeta function is regular at $s=0$ and we gain immediately a finite result for the effective potential without the…

高能物理 - 理论 · 物理学 2007-05-23 Jose Alexandre Nogueira , Adolfo Maia

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

最优化与控制 · 数学 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

We introduce a general method, named the h-function method, to unify the constructions of level-alpha exact test and 1-alpha exact confidence interval. Using this method, any confidence interval is improved as follows: i) an approximate…

统计理论 · 数学 2021-08-27 Weizhen Wang
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