Showing math.OCShow all
3 papers · 1 filter
math.OC2021
A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization
Aleksandr Y. Aravkin, Robert Baraldi, Dominique Orban
We develop a trust-region method for minimizing the sum of a smooth term and a nonsmooth term ), both of which can be nonconvex. Each iteration of our method minimizes a pos…
math.OC2018
Basis Pursuit Denoise with Nonsmooth Constraints
Robert Baraldi, Rajiv Kumar, Aleksandr Aravkin
Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations ar…
math.OC2018
Relaxation algorithms for matrix completion, with applications to seismic travel-time data interpolation
Robert Baraldi, Carl Ulberg, Rajiv Kumar +2
Travel time tomography is used to infer the underlying three-dimensional wavespeed structure of the Earth by fitting seismic travel time data collected at surface stations. Data in…