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In this paper, we propose a new non-monotone conjugate gradient method for solving unconstrained nonlinear optimization problems. We first modify the non-monotone line search method by introducing a new trigonometric function to calculate…

Optimization and Control · Mathematics 2022-11-15 Sajad Fathi Hafshejani , Daya Gaur , Shahadat Hossain , Robert Benkoczi

Projection Pursuit is a classic exploratory technique for finding interesting projections of a dataset. We propose a method for recovering projections containing either Imbalanced Clusters or a Bernoulli-Rademacher distribution using a…

Machine Learning · Computer Science 2025-07-01 Martin Eppert , Satyaki Mukherjee , Debarghya Ghoshdastidar

We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…

Information Theory · Computer Science 2010-06-22 Avishy Carmi , Pini Gurfil

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…

Optimization and Control · Mathematics 2024-11-26 Jianting Pan , Ming Yan

This paper deals with sparse feature selection and grouping for classification and regression. The classification or regression problems under consideration consists in minimizing a convex empirical risk function subject to an $\ell^1$…

Statistics Theory · Mathematics 2017-03-27 Michel Barlaud , Wafa Belhajali , Patrick L. Combettes , Lionel Fillatre

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the…

Optimization and Control · Mathematics 2009-12-08 Junfeng Yang , Yin Zhang

The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…

Numerical Analysis · Mathematics 2015-06-17 Silvia Bonettini , Alessandro Benfenati , Valeria Ruggiero

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…

Numerical Analysis · Mathematics 2015-06-09 Silvia Bonettini , Alessandro Chiuso , Marco Prato

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

Optimization and Control · Mathematics 2015-03-12 Joao F. C. Mota , Nikos Deligiannis , Aswin C. Sankaranarayanan , Volkan Cevher , Miguel R. D. Rodrigues

The steepest descent method proposed by Fliege et al. motivates the research on descent methods for multiobjective optimization, which has received increasing attention in recent years. However, empirical results show that the Armijo line…

Optimization and Control · Mathematics 2022-04-20 Jian Chen , Liping Tang , Xinmin Yang

When the scale of communication networks has been growing rapidly in the past decades, it becomes a critical challenge to extract fast and accurate estimation of key state parameters of network links, e.g., transmission delays and dropped…

Networking and Internet Architecture · Computer Science 2018-12-04 Hao-Ting Wei , Sung-Hsien Hsieh , Wen-Liang Hwang , Chung-Shou Liao , Chun-Shien Lu

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…

Information Theory · Computer Science 2015-04-28 Ljubisa Stankovic , Milos Dakovic

The ratio of L1 and L2 norms (L1/L2), serving as a sparse promoting function, receives considerable attentions recently due to its effectiveness for sparse signal recovery. In this paper, we propose an L1/L2 based penalty model for…

Optimization and Control · Mathematics 2023-07-04 Na Zhang , Xinrui Liu , Qia Li

In many data acquisition systems it is common to observe signals whose amplitudes have been clipped. We present two new algorithms for recovering a clipped signal by leveraging the model assumption that the underlying signal is sparse in…

Information Theory · Computer Science 2011-10-25 Alejandro J. Weinstein , Michael B. Wakin

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde