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The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

最优化与控制 · 数学 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

最优化与控制 · 数学 2021-09-10 Hao-Jun Michael Shi , Yuchen Xie , Richard Byrd , Jorge Nocedal

We propose a federated algorithm for reconstructing images using multimodal tomographic data sourced from dispersed locations, addressing the challenges of traditional unimodal approaches that are prone to noise and reduced image quality.…

最优化与控制 · 数学 2025-01-13 Geunyeong Byeon , Minseok Ryu , Zichao Wendy Di , Kibaek Kim

This paper provides a comprehensive study of the nonmonotone forward-backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fr\'echet differentiable (not…

最优化与控制 · 数学 2023-03-06 Behzad Azmi , Marco Bernreuther

We propose a new fast algorithm for solving one of the standard formulations of frame-based image deconvolution: an unconstrained optimization problem, involving an $\ell_2$ data-fidelity term and a non-smooth regularizer. Our approach is…

最优化与控制 · 数学 2016-11-17 Mario A. T. Figueiredo , Jose M. Bioucas-Dias , Manya V. Afonso

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

最优化与控制 · 数学 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

数值分析 · 数学 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

We introduce a novel family of invariant, convex, and non-quadratic functionals that we employ to derive regularized solutions of ill-posed linear inverse imaging problems. The proposed regularizers involve the Schatten norms of the Hessian…

最优化与控制 · 数学 2014-02-20 Stamatios Lefkimmiatis , John Paul Ward , Michael Unser

This work concentrates on optimization on Riemannian manifolds. The Limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm is a commonly used quasi-Newton method for numerical optimization in Euclidean spaces. Riemannian LBFGS…

最优化与控制 · 数学 2021-12-09 Reza Godaz , Benyamin Ghojogh , Reshad Hosseini , Reza Monsefi , Fakhri Karray , Mark Crowley

We consider stochastic second-order methods for minimizing smooth and strongly-convex functions under an interpolation condition satisfied by over-parameterized models. Under this condition, we show that the regularized subsampled Newton…

机器学习 · 计算机科学 2020-03-24 Si Yi Meng , Sharan Vaswani , Issam Laradji , Mark Schmidt , Simon Lacoste-Julien

We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: the…

机器学习 · 统计学 2010-11-30 Jin Yu , S. V. N. Vishwanathan , Simon Guenter , Nicol N. Schraudolph

The development of fast and accurate image reconstruction algorithms is a central aspect of computed tomography. In this paper we address this issue for photoacoustic computed tomography in circular geometry. We investigate the Galerkin…

数值分析 · 数学 2017-10-23 Johannes Schwab , Sergiy Pereverzyev , Markus Haltmeier

The standard L-BFGS method relies on gradient approximations that are not dominated by noise, so that search directions are descent directions, the line search is reliable, and quasi-Newton updating yields useful quadratic models of the…

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

最优化与控制 · 数学 2026-04-09 Alberto De Marchi

This paper presents a new approach and algorithm for solving a class of constrained Bi-Level Optimization (BLO) problems in which the lower-level problem involves constraints coupling both upper-level and lower-level variables. Such…

机器学习 · 计算机科学 2024-01-30 Wei Yao , Chengming Yu , Shangzhi Zeng , Jin Zhang

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

最优化与控制 · 数学 2023-06-21 Jong Gwang Kim

Lipschitz continuity of the gradient mapping of a continuously differentiable function plays a crucial role in designing various optimization algorithms. However, many functions arising in practical applications such as low rank matrix…

最优化与控制 · 数学 2020-12-25 Mahesh Chandra Mukkamala , Jalal Fadili , Peter Ochs

A rank-$r$ matrix $X \in \mathbb{R}^{m \times n}$ can be written as a product $U V^\top$, where $U \in \mathbb{R}^{m \times r}$ and $V \in \mathbb{R}^{n \times r}$. One could exploit this observation in optimization: e.g., consider the…

最优化与控制 · 数学 2016-11-01 Dohyung Park , Anastasios Kyrillidis , Constantine Caramanis , Sujay Sanghavi

Image registration is one important task in many image processing applications. It aims to align two or more images so that useful information can be extracted through comparison, combination or superposition. This is achieved by…

数值分析 · 数学 2015-04-30 Mazlinda Ibrahim , Ke Chen , Carlos Brito-Loeza

This work considers two popular minimization problems: (i) the minimization of a general convex function $f(\mathbf{X})$ with the domain being positive semi-definite matrices; (ii) the minimization of a general convex function…

信息论 · 计算机科学 2019-02-22 Qiuwei Li , Zhihui Zhu , Gongguo Tang