Hongpeng Sun
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Hongpeng Sun has a total of 25 co-authors. Here are the top co-authors by number of shared publications:
- Hongyu Liu
Department of Mathematics, City University of Hong Kong, Hong Kong SAR, China
8 shared publications - Xue-Cheng Tai
Norwegian Research Center, Bergen, Norway
6 shared publications - Jingzhi Li
Department of Mathematics, Southern University of Science and Technology, Shenzhen, China
5 shared publications - Jing Yuan
College of Mathematical Medicine, Zhejiang Normal University, 321004 Jinhua, Zhejiang, China
4 shared publications - Kristian Bredies
Department of Mathematics and Scientific Computing, University of Graz
4 shared publications - Jun Zou
Department of Mathematics The Chinese University of Hong Kong Shatin N.T Hong Kong
3 shared publications
Latest Publications
- 18 August 2026
- Published by IOP Publishing in Inverse Problems
- Vol. 42 (8) , 085009
An augmented Lagrangian method-based framework in the adjoint space for sparse reconstruction of acoustic sources
We propose a semismooth Newton-based augmented Lagrangian framework for reconstructing acoustic sources in inverse acoustic scattering problems. Rather than working directly in the unknown source space, our semismooth Newton updates operate in the measurement (adjoint) space, which is especially efficient when the number of measurements is much smaller than the discretized source dimension. The source is then recovered via Fenchel–Rockafellar duality. Our approach substantially accelerates computation and reduces costs. Numerical experiments in two and three dimensions demonstrate the high efficiency of the proposed method.
- 18 August 2026
- Published by IOP Publishing in Inverse Problems
- Vol. 42 (8) , 085009
An augmented Lagrangian method-based framework in the adjoint space for sparse reconstruction of acoustic sources
We propose a semismooth Newton-based augmented Lagrangian framework for reconstructing acoustic sources in inverse acoustic scattering problems. Rather than working directly in the unknown source space, our semismooth Newton updates operate in the measurement (adjoint) space, which is especially efficient when the number of measurements is much smaller than the discretized source dimension. The source is then recovered via Fenchel–Rockafellar duality. Our approach substantially accelerates computation and reduces costs. Numerical experiments in two and three dimensions demonstrate the high efficiency of the proposed method.
- 13 May 2026
- Published by Springer Nature in Journal of Scientific Computing
- Vol. 107 (3) , 101
A Preconditioned Difference of Convex Functions Algorithm with Extrapolation and Line Search
- 13 May 2026
- Published by Springer Nature in Journal of Scientific Computing
- Vol. 107 (3) , 101
A Preconditioned Difference of Convex Functions Algorithm with Extrapolation and Line Search
- Open Access
A preconditioned second-order convex splitting algorithm with extrapolation
Nonconvex optimization problems are widespread in modern machine learning and data science. We introduce an extrapolation strategy into a class of preconditioned second-order convex splitting algorithms for nonconvex optimization problems. The proposed algorithms combine second-order backward differentiation formulas (BDF2) with an extrapolation method. Meanwhile, the implicit-explicit scheme simplifies the subproblem through a preconditioned process. As a result, our approach solves nonconvex problems efficiently without significant computational overhead. Theoretical analysis establishes global convergence of the algorithms using Kurdyka-Łojasiewicz properties. Numerical experiments include a benchmark problem, the least squares problem with SCAD regularization, and an image segmentation problem. These results demonstrate that our algorithms are highly efficient, as they achieve reduced solution times and competitive performance.
Open AccessA preconditioned second-order convex splitting algorithm with extrapolation
Nonconvex optimization problems are widespread in modern machine learning and data science. We introduce an extrapolation strategy into a class of preconditioned second-order convex splitting algorithms for nonconvex optimization problems. The proposed algorithms combine second-order backward differentiation formulas (BDF2) with an extrapolation method. Meanwhile, the implicit-explicit scheme simplifies the subproblem through a preconditioned process. As a result, our approach solves nonconvex problems efficiently without significant computational overhead. Theoretical analysis establishes global convergence of the algorithms using Kurdyka-Łojasiewicz properties. Numerical experiments include a benchmark problem, the least squares problem with SCAD regularization, and an image segmentation problem. These results demonstrate that our algorithms are highly efficient, as they achieve reduced solution times and competitive performance.
- 12 August 2025
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 63 (4) , 1691-1728
A Stochastic Preconditioned Douglas–Rachford Splitting Method for Saddle-Point Problems
In this article, we propose and study a stochastic and relaxed preconditioned Douglas–Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration sequences in Hilbert spaces for a class of convex-concave and nonsmooth saddle-point problems. We also provide the sublinear convergence rate for the ergodic sequence concerning the expectation of the restricted primal-dual gap functions. Numerical experiments show the high efficiency of the proposed stochastic and relaxed preconditioned Douglas–Rachford splitting methods.
- 12 August 2025
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 63 (4) , 1691-1728
A Stochastic Preconditioned Douglas–Rachford Splitting Method for Saddle-Point Problems
In this article, we propose and study a stochastic and relaxed preconditioned Douglas–Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration sequences in Hilbert spaces for a class of convex-concave and nonsmooth saddle-point problems. We also provide the sublinear convergence rate for the ergodic sequence concerning the expectation of the restricted primal-dual gap functions. Numerical experiments show the high efficiency of the proposed stochastic and relaxed preconditioned Douglas–Rachford splitting methods.
- 1 January 2024
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 18 (4) , 1024-1051
A preconditioned alternating minimization framework for nonconvex and half quadratic regularization
For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-Łojasiewicz analysis and the recent nonconvex proximal algorithms, we developed an efficient preconditioned framework aiming at the linear subproblems that appeared in the nonlinear alternating minimization procedure. Solving large-scale linear subproblems is always important and challenging for lots of alternating minimization algorithms. By incorporating the efficient and classical preconditioned iterations into the nonlinear and nonconvex optimization, we prove that only one or any finite times preconditioned iterations are needed for the linear subproblems without controlling the error as the usual inexact solvers. The proposed preconditioned framework in finite-dimensional space can provide great flexibility and efficiency for dealing with linear subproblems and guarantee global convergence for lots of nonlinear and nonconvex regularization models.
- 1 January 2024
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 18 (4) , 1024-1051
A preconditioned alternating minimization framework for nonconvex and half quadratic regularization
For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-Łojasiewicz analysis and the recent nonconvex proximal algorithms, we developed an efficient preconditioned framework aiming at the linear subproblems that appeared in the nonlinear alternating minimization procedure. Solving large-scale linear subproblems is always important and challenging for lots of alternating minimization algorithms. By incorporating the efficient and classical preconditioned iterations into the nonlinear and nonconvex optimization, we prove that only one or any finite times preconditioned iterations are needed for the linear subproblems without controlling the error as the usual inexact solvers. The proposed preconditioned framework in finite-dimensional space can provide great flexibility and efficiency for dealing with linear subproblems and guarantee global convergence for lots of nonlinear and nonconvex regularization models.
- Open Access
A stochastic preconditioned Douglas-Rachford splitting method for saddle-point problems
In this article, we propose and study a stochastic preconditioned Douglas-Rachford splitting method to solve saddle-point problems which have separable dual variables. We prove the almost sure convergence of the iteration sequences in Hilbert spaces for a class of convexconcave and nonsmooth saddle-point problems. We also provide the sublinear convergence rate for the ergodic sequence with respect to the expectation of the restricted primal-dual gap functions. Numerical experiments show the high efficiency of the proposed stochastic preconditioned Douglas-Rachford splitting methods.
Open AccessA stochastic preconditioned Douglas-Rachford splitting method for saddle-point problems
In this article, we propose and study a stochastic preconditioned Douglas-Rachford splitting method to solve saddle-point problems which have separable dual variables. We prove the almost sure convergence of the iteration sequences in Hilbert spaces for a class of convexconcave and nonsmooth saddle-point problems. We also provide the sublinear convergence rate for the ergodic sequence with respect to the expectation of the restricted primal-dual gap functions. Numerical experiments show the high efficiency of the proposed stochastic preconditioned Douglas-Rachford splitting methods.
- 4 December 2023
- Published by Society for Industrial & Applied Mathematics (SIAM) in Multiscale Modeling & Simulation
- Vol. 21 (4) , 1667-1689
Preconditioned Algorithm for Difference of Convex Functions with Applications to Graph Ginzburg–Landau Model
In this work, we propose and study a preconditioned framework with a graphic Ginzburg–Landau functional for image segmentation and data clustering by parallel computing. Solving nonlocal models is usually challenging due to the huge computation burden. For the nonconvex and nonlocal variational functional, we propose several damped Jacobi and generalized Richardson preconditioners for the large-scale linear systems within a difference of convex functions algorithm framework. These preconditioners are efficient for parallel computing with GPU and can leverage the computational cost. Our framework also provides flexible step sizes with a global convergence guarantee. Numerical experiments show the proposed algorithms are very competitive compared to the singular value decomposition based spectral method.
- 4 December 2023
- Published by Society for Industrial & Applied Mathematics (SIAM) in Multiscale Modeling & Simulation
- Vol. 21 (4) , 1667-1689
Preconditioned Algorithm for Difference of Convex Functions with Applications to Graph Ginzburg–Landau Model
In this work, we propose and study a preconditioned framework with a graphic Ginzburg–Landau functional for image segmentation and data clustering by parallel computing. Solving nonlocal models is usually challenging due to the huge computation burden. For the nonconvex and nonlocal variational functional, we propose several damped Jacobi and generalized Richardson preconditioners for the large-scale linear systems within a difference of convex functions algorithm framework. These preconditioners are efficient for parallel computing with GPU and can leverage the computational cost. Our framework also provides flexible step sizes with a global convergence guarantee. Numerical experiments show the proposed algorithms are very competitive compared to the singular value decomposition based spectral method.
- Open Access
Preconditioned Algorithm for Difference of Convex Functions with applications to Graph Ginzburg-Landau Model
In this work, we propose and study a preconditioned framework with a graphic Ginzburg-Landau functional for image segmentation and data clustering by parallel computing. Solving nonlocal models is usually challenging due to the huge computation burden. For the nonconvex and nonlocal variational functional, we propose several damped Jacobi and generalized Richardson preconditioners for the large-scale linear systems within a difference of convex functions algorithms framework. They are efficient for parallel computing with GPU and can leverage the computational cost. Our framework also provides flexible step sizes with a global convergence guarantee. Numerical experiments show the proposed algorithms are very competitive compared to the singular value decomposition based spectral method.
Open AccessPreconditioned Algorithm for Difference of Convex Functions with applications to Graph Ginzburg-Landau Model
In this work, we propose and study a preconditioned framework with a graphic Ginzburg-Landau functional for image segmentation and data clustering by parallel computing. Solving nonlocal models is usually challenging due to the huge computation burden. For the nonconvex and nonlocal variational functional, we propose several damped Jacobi and generalized Richardson preconditioners for the large-scale linear systems within a difference of convex functions algorithms framework. They are efficient for parallel computing with GPU and can leverage the computational cost. Our framework also provides flexible step sizes with a global convergence guarantee. Numerical experiments show the proposed algorithms are very competitive compared to the singular value decomposition based spectral method.
- 1 January 2023
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 17 (2) , 319-337
Variational image motion estimation by preconditioned dual optimization
Estimating optical flows is one of the most interesting problems in computer vision, which estimates the essential information about pixel-wise displacements between two consecutive images. This work introduces an efficient dual optimization framework with accelerated preconditioners to the challenging nonsmooth optimization problem of total-variation regularized optical-flow estimation. In theory, the proposed dual optimization framework brings an elegant variational analysis to the given difficult optimization problem, while presenting an efficient algorithmic scheme without directly tackling the corresponding nonsmoothness in numeric. By introducing efficient preconditioners with a multi-scale implementation, the proposed preconditioned dual optimization approaches achieve competitive estimation results of image motion, compared to the state-of-the-art methods. Moreover, we show that the proposed preconditioners can guarantee convergence of the implemented numerical schemes with high efficiency.
- 1 January 2023
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 17 (2) , 319-337
Variational image motion estimation by preconditioned dual optimization
Estimating optical flows is one of the most interesting problems in computer vision, which estimates the essential information about pixel-wise displacements between two consecutive images. This work introduces an efficient dual optimization framework with accelerated preconditioners to the challenging nonsmooth optimization problem of total-variation regularized optical-flow estimation. In theory, the proposed dual optimization framework brings an elegant variational analysis to the given difficult optimization problem, while presenting an efficient algorithmic scheme without directly tackling the corresponding nonsmoothness in numeric. By introducing efficient preconditioners with a multi-scale implementation, the proposed preconditioned dual optimization approaches achieve competitive estimation results of image motion, compared to the state-of-the-art methods. Moreover, we show that the proposed preconditioners can guarantee convergence of the implemented numerical schemes with high efficiency.
- 23 July 2022
- Published by Springer Nature in Journal of Scientific Computing
- Vol. 92 (3) , 1-37
An Investigation on Semismooth Newton based Augmented Lagrangian Method for Image Restoration
- 23 July 2022
- Published by Springer Nature in Journal of Scientific Computing
- Vol. 92 (3) , 1-37
An Investigation on Semismooth Newton based Augmented Lagrangian Method for Image Restoration