The removal of the polarization errors in low frequency dielectric spectroscopy

Electrode polarization error is the biggest problem when measuring the low frequency dielectric properties of electrolytes or suspensions of particles, including cells, in electrolytes. We present a simple and robust method to remove the polarization error, which we demonstrate to work on weak and strong ionic electrolytes as well as on cell suspensions. The method assumes no particular behavior of the electrode polarization impedance; it makes use of the fact that the effect dies out with frequency. The method allows for direct measurement of the polarization impedance, whose behavior with the applied voltages, electrode distance and ionic concentration is investigated

A Douglas-Rachford type primal-dual method for solving inclusions with mixtures of composite and parallel-sum type monotone operators

In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however applied in different underlying Hilbert spaces. Most importantly, the algorithms allow to process the bounded linear operators and the set-valued operators occurring in the formulation of the monotone inclusion problem separately at each iteration, the latter being individually accessed via their resolvents. The performances of the primal-dual algorithms are emphasized via some numerical experiments on location and image deblurring problems

Backward Penalty Schemes for Monotone Inclusion Problems

In this paper we are concerned with solving monotone inclusion problems expressed by the sum of a set-valued maximally monotone operator with a single-valued maximally monotone one and the normal cone to the nonempty set of zeros of another set-valued maximally monotone operator. Depending on the nature of the single-valued operator, we will propose two iterative penalty schemes, both addressing the set-valued operators via backward steps. The single-valued operator will be evaluated via a single forward step if it is cocoercive, and via two forward steps if it is monotone and Lipschitz continuous. The latter situation represents the starting point for dealing with complexly structured monotone inclusion problems from algorithmic point of view.Comment: arXiv admin note: text overlap with arXiv:1306.035

An extension of the variational inequality approach for nonlinear ill-posed problems

Convergence rates results for Tikhonov regularization of nonlinear ill-posed operator equations in abstract function spaces require the handling of both smoothness conditions imposed on the solution and structural conditions expressing the character of nonlinearity. Recently, the distinguished role of variational inequalities holding on some level sets was outlined for obtaining convergence rates results. When lower rates are expected such inequalities combine the smoothness properties of solution and forward operator in a sophisticated manner. In this paper, using a Banach space setting we are going to extend the variational inequality approach from H\"older rates to more general rates including the case of logarithmic convergence rates.Comment: 17 pages, submitted to "Journal of Integral Equations and Applications

Conditional stability versus ill-posedness for operator equations with monotone operators in Hilbert space

In the literature on singular perturbation (Lavrentiev regularization) for the stable approximate solution of operator equations with monotone operators in the Hilbert space the phenomena of conditional stability and local well-posedness and ill-posedness are rarely investigated. Our goal is to present some studies which try to bridge this gap. So we discuss the impact of conditional stability on error estimates and convergence rates for the Lavrentiev regularization and distinguish for linear problems well-posedness and ill-posedness in a specific manner motivated by a saturation result. The role of the regularization error in the noise-free case, called bias, is a crucial point in the paper for nonlinear and linear problems. In particular, for linear operator equations general convergence rates, including logarithmic rates, are derived by means of the method of approximate source conditions. This allows us to extend well-known convergence rates results for the Lavrentiev regularization that were based on general source conditions to the case of non-selfadjoint linear monotone forward operators for which general source conditions fail. Examples presenting the self-adjoint multiplication operator as well as the non-selfadjoint fractional integral operator and Ces\`aro operator illustrate the theoretical results. Extensions to the nonlinear case under specific conditions on the nonlinearity structure complete the paper.Comment: 24 page

Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization

In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7]. Firstly, in the particular case of convex minimization problems, we derive convergence rates for the sequence of objective function values by making use of conjugate duality techniques. Secondly, we propose for the general monotone inclusion problem two new schemes which accelerate the sequences of primal and/or dual iterates, provided strong monotonicity assumptions for some of the involved operators are fulfilled. Finally, we apply the theoretical achievements in the context of different types of image restoration problems solved via total variation regularization

A forward-backward-forward differential equation and its asymptotic properties

In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with nonconstant relaxation parameters and stepsizes of the resolvents. Besides proving existence and uniqueness of strong global solutions for the differential equation under consideration, we show weak convergence of the generated trajectories and, under strong monotonicity assumptions, strong convergence with exponential rate. In the particular setting of minimizing the sum of a proper, convex and lower semicontinuous function with a smooth convex one, we provide a rate for the convergence of the objective function along the ergodic trajectory to its minimum value

On the acceleration of the double smoothing technique for unconstrained convex optimization problems

In this article we investigate the possibilities of accelerating the double smoothing technique when solving unconstrained nondifferentiable convex optimization problems. This approach relies on the regularization in two steps of the Fenchel dual problem associated to the problem to be solved into an optimization problem having a differentiable strongly convex objective function with Lipschitz continuous gradient. The doubly regularized dual problem is then solved via a fast gradient method. The aim of this paper is to show how do the properties of the functions in the objective of the primal problem influence the implementation of the double smoothing approach and its rate of convergence. The theoretical results are applied to linear inverse problems by making use of different regularization functionals.Comment: 22 pages. arXiv admin note: text overlap with arXiv:1203.207

A variable smoothing algorithm for solving convex optimization problems

In this article we propose a method for solving unconstrained optimization problems with convex and Lipschitz continuous objective functions. By making use of the Moreau envelopes of the functions occurring in the objective, we smooth the latter to a convex and differentiable function with Lipschitz continuous gradient by using both variable and constant smoothing parameters. The resulting problem is solved via an accelerated first-order method and this allows us to recover approximately the optimal solutions to the initial optimization problem with a rate of convergence of order \O(\tfrac{\ln k}{k}) for variable smoothing and of order \O(\tfrac{1}{k}) for constant smoothing. Some numerical experiments employing the variable smoothing method in image processing and in supervised learning classification are also presented.Comment: 23 page

Variable smoothing for convex optimization problems using stochastic gradients

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also well studied. However, under the additional assumption of Lipschitz continuity of the nonsmooth function which is composed with the linear operator we can derive novel algorithms through regularization via the Moreau envelope. Furthermore, we tackle large scale problems by means of stochastic oracle calls, very similar to stochastic gradient techniques. Applications to total variational denoising and deblurring are provided