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Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…

数值分析 · 数学 2019-03-19 Erdem Altuntac

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

最优化与控制 · 数学 2021-08-10 Tao Hong , Irad Yavneh

This work considers minimizing a sum of convex functions, each with potentially different structure ranging from nonsmooth to smooth, Lipschitz to non-Lipschitz. Nesterov's universal fast gradient method provides an optimal black-box…

最优化与控制 · 数学 2023-06-14 Benjamin Grimmer

Optimal transport (OT) plays an essential role in various areas like machine learning and deep learning. However, computing discrete optimal transport plan for large scale problems with adequate accuracy and efficiency is still highly…

机器学习 · 计算机科学 2021-07-20 Dongsheng An , Na Lei , Xianfeng Gu

We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through…

数值分析 · 数学 2020-07-14 Iwona Piotrowska-Kurczewski , Georgia Sfakianaki

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

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

最优化与控制 · 数学 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

We propose a regularized Hessian-free Newton-type method for minimizing smooth convex functions with Lipschitz continuous Hessians. The algorithm constructs an approximate Hessian by finite differences and selects the regularization…

We modify Nesterov's constant step gradient method for strongly convex functions with Lipschitz continuous gradient described in Nesterov's book. Nesterov shows that $f(x_k) - f^* \leq L \prod_{i=1}^k (1 - \alpha_k) \| x_0 - x^* \|_2^2$…

最优化与控制 · 数学 2011-09-29 Xiangrui Meng , Hao Chen

We consider convex relaxations for recovering low-rank tensors based on constrained minimization over a ball induced by the tensor nuclear norm, recently introduced in \cite{tensor_tSVD}. We build on a recent line of results that considered…

最优化与控制 · 数学 2023-08-04 Dan Garber , Atara Kaplan

We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…

最优化与控制 · 数学 2023-07-28 Mengyuan Zhang , Kai Liu

Assume that f is a strict convex function with a unique minimum in R^n. We divide the vector of n-variables to d groups of vector subvariables with d at least two. We assume that we can find the partial minimum of f with respect to each…

最优化与控制 · 数学 2019-06-06 Shmuel Friedland

In this paper, we consider the efficient numerical minimization of Tikhonov functionals resulting from total-variation (TV) regularization of linear inverse problems. Since the TV penalty is non-smooth, this is typically done either via…

We investigate a Tikhonov regularization scheme specifically tailored for shallow neural networks within the context of solving a classic inverse problem: approximating an unknown function and its derivatives within a unit cubic domain…

数值分析 · 数学 2024-12-17 Yuanyuan Li , Shuai Lu

In this technical note, we are concerned with the problem of solving variational inequalities with improved convergence rates. Motivated by Nesterov's accelerated gradient method for convex optimization, we propose a Nesterov's accelerated…

最优化与控制 · 数学 2022-12-21 Shaolin Tan , Jinhu Lu

In this paper, we derive a Fast Reflected Forward-Backward (Fast RFB) algorithm to solve the problem of finding a zero of the sum of a maximally monotone operator and a monotone and Lipschitz continuous operator in a real Hilbert space. Our…

最优化与控制 · 数学 2025-10-20 Radu Ioan Bot , Dang-Khoa Nguyen , Chunxiang Zong

In this paper, for a convex-concave bilinear saddle point problem, we propose a Tikhonov regularized second-order primal-dual dynamical system with slow damping, extrapolation and general time scaling parameters. Depending on the vanishing…

最优化与控制 · 数学 2024-09-10 Xiangkai Sun , Liang He , Xian-Jun Long

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

最优化与控制 · 数学 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

最优化与控制 · 数学 2021-03-12 Priyank Srivastava , Jorge Cortes

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

数值分析 · 数学 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi