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We address the problem of minimizing a smooth function under smooth equality constraints. Under regularity assumptions on these constraints, we propose a notion of approximate first- and second-order critical point which relies on the…

最优化与控制 · 数学 2024-01-18 Florentin Goyens , Armin Eftekhari , Nicolas Boumal

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

最优化与控制 · 数学 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

In this paper, we address a manifold constrained nonsmooth optimization problem involving the composition of a weakly convex function and a smooth mapping under the availability of a parametrization of the manifold. To find a stationary…

最优化与控制 · 数学 2026-02-03 Keita Kume , Isao Yamada

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

最优化与控制 · 数学 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

最优化与控制 · 数学 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

It is natural to expect the following loosely stated approximation principle to hold: a numerical approximation solution should be in some sense as smooth as its target exact solution in order to have optimal convergence. For piecewise…

数值分析 · 数学 2013-12-25 So-Hsiang Chou

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

计算机视觉与模式识别 · 计算机科学 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

A simple greedy refinement procedure for the generation of data-adapted triangulations is proposed and studied. Given a function of two variables, the algorithm produces a hierarchy of triangulations and piecewise polynomial approximations…

数值分析 · 数学 2015-03-17 Albert Cohen , Nira Dyn , Frédéric Hecht , Jean-Marie Mirebeau

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

最优化与控制 · 数学 2016-01-01 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

We present a near-optimal polynomial-time approximation algorithm for the asymmetric traveling salesman problem for graphs of bounded orientable or non-orientable genus. Our algorithm achieves an approximation factor of O(f(g)) on graphs…

数据结构与算法 · 计算机科学 2013-05-14 Jeff Erickson , Anastasios Sidiropoulos

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

数值分析 · 数学 2020-08-27 Vincent Coppé , Daan Huybrechs

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

数值分析 · 数学 2023-11-07 Ben Adcock , Simone Brugiapaglia

The sparse polynomial approximation of continuous functions has emerged as a prominent area of interest in function approximation theory in recent years. A key challenge within this domain is the accurate estimation of approximation errors.…

数值分析 · 数学 2025-06-10 Renzhong Feng , Bowen Zhang

In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a…

机器学习 · 统计学 2022-09-07 Nicolás García Trillos , Ryan Murray , Matthew Thorpe

In this paper, we study stochastic optimization of two-level composition of functions without Lipschitz continuous gradient. The smoothness property is generalized by the notion of relative smoothness which provokes the Bregman gradient…

最优化与控制 · 数学 2023-02-24 Yin Liu , Sam Davanloo Tajbakhsh

The solution, $x$, of the linear system of equations $A x\approx b$ arising from the discretization of an ill-posed integral equation with a square integrable kernel $H(s,t)$ is considered. The Tikhonov regularized solution $ x(\lambda)$ is…

数值分析 · 数学 2022-08-16 Rosemary A. Renaut , Michael Horst , Yang Wang , Douglas Cochran , Jakob Hansen

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

最优化与控制 · 数学 2018-08-28 Damek Davis , Dmitriy Drusvyatskiy

We give a polynomial time, $(1+\epsilon)$-approximation algorithm for the traveling repairman problem (TRP) in the Euclidean plane and on weighted trees. This improves on the known quasi-polynomial time approximation schemes for these…

数据结构与算法 · 计算机科学 2014-09-22 René Sitters

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

最优化与控制 · 数学 2024-03-27 Shuyao Li , Stephen J. Wright

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

数值分析 · 数学 2018-08-09 Liping Zhang , Yimin Wei
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