@article {Friedlander11TRhdm,
	title = {Hybrid deterministic-stochastic methods for data fitting},
	journal = {SIAM Journal on Scientific Computing},
	volume = {34},
	number = {3},
	year = {2012},
	month = {01},
	pages = {A1380-A1405},
	abstract = {Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms (both deterministic and randomized) offer inexpensive iterations by sampling only subsets of the terms in the sum. These methods can make great progress initially, but often slow as they approach a solution. In contrast, full gradient methods achieve steady convergence at the expense of evaluating the full objective and gradient on each iteration. We explore hybrid methods that exhibit the benefits of both approaches. Rate of convergence analysis and numerical experiments illustrate the potential for the approach.},
	keywords = {Optimization},
	doi = {10.1137/110830629},
	author = {Michael P. Friedlander and Mark Schmidt}
}
@article {Aravkin11TRridr,
	title = {Robust inversion, dimensionality reduction, and randomized sampling},
	journal = {Mathematical Programming},
	volume = {134},
	number = {1},
	year = {2012},
	month = {08},
	pages = {101-125},
	abstract = {We consider a class of inverse problems in which the forward model is the solution operator to linear ODEs or PDEs. This class admits several dimensionality-reduction techniques based on data averaging or sampling, which are especially useful for large-scale problems. We survey these approaches and their connection to stochastic optimization. The data-averaging approach is only viable, however, for a least-squares misfit, which is sensitive to outliers in the data and artifacts unexplained by the forward model. This motivates us to propose a robust formulation based on the Student{\textquoteright}s t-distribution of the error. We demonstrate how the corresponding penalty function, together with the sampling approach, can obtain good results for a large-scale seismic inverse problem with 50 \% corrupted data.},
	keywords = {FWI, Inverse problems, Optimization, Robust estimation, Seismic inversion, Stochastic optimization},
	doi = {10.1007/s10107-012-0571-6},
	url = {http://www.springerlink.com/content/35rwr101h5736340/},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/MathematicalProgramming/aravkin2012MPrid/aravkin2012MPrid.pdf},
	author = {Aleksandr Y. Aravkin and Michael P. Friedlander and Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {vanleeuwen2011EAGEhsdomwi,
	title = {A hybrid stochastic-deterministic optimization method for waveform inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2011},
	month = {05},
	abstract = {Present-day high quality 3D acquisition can give us lower frequencies and longer offsets with which to invert. However, the computational costs involved in handling this data explosion are tremendous. Therefore, recent developments in full-waveform inversion have been geared towards reducing the computational costs involved. A key aspect of several approaches that have been proposed is a dramatic reduction in the number of sources used in each iteration. A reduction in the number of sources directly translates to less PDE-solves and hence a lower computational cost. Recent attention has been drawn towards reducing the sources by randomly combining the sources in to a few supershots, but other strategies are also possible. In all cases, the full data misfit, which involves all the sequential sources, is replaced by a reduced misfit that is much cheaper to evaluate because it involves only a small number of sources (batchsize). The batchsize controls the accuracy with which the reduced misfit approximates the full misfit. The optimization of such an inaccurate, or noisy, misfit is the topic of stochastic optimization. In this paper, we propose an optimization strategy that borrows ideas from the field of stochastic optimization. The main idea is that in the early stage of the optimization, far from the true model, we do not need a very accurate misfit. The strategy consists of gradually increasing the batchsize as the iterations proceed. We test the proposed strategy on a synthetic dataset. We achieve a very reasonable inversion result at the cost of roughly 13 evaluations of the full misfit. We observe a speed-up of roughly a factor 20.},
	keywords = {EAGE, Full-waveform inversion, Optimization, Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi_pres.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=50341},
	author = {Tristan van Leeuwen and Felix J. Herrmann and Mark Schmidt and Michael P. Friedlander}
}
@techreport {vandenberg08gsv,
	title = {Group sparsity via linear-time projection},
	number = {TR-2008-09},
	year = {2008},
	month = {06},
	institution = {UBC - Department of Computer Science},
	abstract = {We present an efficient spectral projected-gradient algorithm for optimization subject to a group one-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the one- and group one-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods.},
	keywords = {Optimization, SLIM},
	url = {http://www.optimization-online.org/DB_FILE/2008/07/2056.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
@article {hennenfent2008GEOPnii,
	title = {New insights into one-norm solvers from the Pareto curve},
	journal = {Geophysics},
	volume = {73},
	number = {4},
	year = {2008},
	month = {07},
	pages = {A23-A26},
	abstract = {Geophysical inverse problems typically involve a trade off between data misfit and some prior. Pareto curves trace the optimal trade off between these two competing aims. These curves are commonly used in problems with two-norm priors where they are plotted on a log-log scale and are known as L-curves. For other priors, such as the sparsity-promoting one norm, Pareto curves remain relatively unexplored. We show how these curves lead to new insights in one-norm regularization. First, we confirm the theoretical properties of smoothness and convexity of these curves from a stylized and a geophysical example. Second, we exploit these crucial properties to approximate the Pareto curve for a large-scale problem. Third, we show how Pareto curves provide an objective criterion to gauge how different one-norm solvers advance towards the solution.},
	keywords = {Acquisition, Geophysics, Optimization, Pareto, Processing, SLIM},
	doi = {10.1190/1.2944169},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2008/hennenfent08GEOnii/hennenfent08GEOnii.pdf},
	author = {Gilles Hennenfent and Ewout van den Berg and Michael P. Friedlander and Felix J. Herrmann}
}
@article {berg2008SJSCpareto,
	title = {Probing the Pareto frontier for basis pursuit solutions},
	journal = {SIAM Journal on Scientific Computing},
	volume = {31},
	number = {2},
	year = {2008},
	month = {01},
	pages = {890-912},
	publisher = {SIAM},
	abstract = {The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximately, and a single parameter determines a curve that traces the optimal trade-off between the least-squares fit and the one-norm of the solution. We prove that this curve is convex and continuously differentiable over all points of interest, and show that it gives an explicit relationship to two other optimization problems closely related to BPDN. We describe a root-finding algorithm for finding arbitrary points on this curve; the algorithm is suitable for problems that are large scale and for those that are in the complex domain. At each iteration, a spectral gradient-projection method approximately minimizes a least-squares problem with an explicit one-norm constraint. Only matrix-vector operations are required. The primal-dual solution of this problem gives function and derivative information needed for the root-finding method. Numerical experiments on a comprehensive set of test problems demonstrate that the method scales well to large problems.},
	keywords = {basis pursuit, convex program, duality, Newton{\textquoteright}s method, one-norm regularization, Optimization, projected gradient, root-finding, sparse solutions},
	doi = {10.1137/080714488},
	url = {https://slim.gatech.edu/Publications/Public/Journals/SIAMJournalOnScientificComputing/2008/vanderberg08SIAMptp/vanderberg08SIAMptp.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@article {friedlander2007SJOero,
	title = {Exact regularization of convex programs},
	journal = {SIAM Journal on Optimization},
	volume = {18},
	number = {4},
	year = {2007},
	month = {05},
	pages = {1326-1350},
	abstract = {The regularization of a convex program is exact if all solutions of the regularized problem are also solutions of the original problem for all values of the regularization parameter below some positive threshold. For a general convex program, we show that the regularization is exact if and only if a certain selection problem has a Lagrange multiplier. Moreover, the regularization parameter threshold is inversely related to the Lagrange multiplier. We use this result to generalize an exact regularization result of Ferris and Mangasarian [Appl. Math. Optim., 23(1991), pp. 266{\textendash}273] involving a linearized selection problem. We also use it to derive necessary and sufficient conditions for exact penalization, similar to those obtained by Bertsekas [Math. Programming, 9(1975), pp. 87{\textendash}99] and by Bertsekas, Nedi , Ozdaglar [Convex Analysis and Optimization, Athena Scientific, Belmont, MA, 2003]. When the regularization is not exact, we derive error bounds on the distance from the regularized solution to the original solution set. We also show that existence of a {\textquoteleft}{\textquoteleft}weak sharp minimum{\textquoteright}{\textquoteright} is in some sense close to being necessary for exact regularization. We illustrate the main result with numerical experiments on the l1 regularization of benchmark (degenerate) linear programs and semidefinite/second-order cone programs. The experiments demonstrate the usefulness of l1 regularization in finding sparse solutions.},
	keywords = {Optimization, SLIM},
	doi = {10.1137/060675320},
	author = {Michael P. Friedlander and P. Tseng}
}
