Related papers: A projection proximal-point algorithm for l^1-mini…
Motivated by vision tasks such as robust face and object recognition, we consider the following general problem: given a collection of low-dimensional linear subspaces in a high-dimensional ambient (image) space, and a query point (image),…
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
The paper considers a split inverse problem involving component equilibrium problems in Hilbert spaces. This problem therefore is called the split equilibrium problem (SEP). It is known that almost solution methods for solving problem (SEP)…
Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…
We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…
A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…
Box-constrained L1-minimization can perform remarkably better than classical L1-minimization when correction box constraints are available. And also many practical L1-minimization models indeed involve box constraints because they take…
In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…
This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…
This paper primarily focuses on computing the Euclidean projection of a vector onto the $\ell_{p}$ ball in which $p\in(0,1)$. Such a problem emerges as the core building block in statistical machine learning and signal processing tasks…
We study three well-known minimization problems in Hilbert spaces: the weighted least squares problem and the related problems of abstract splines and smoothing. In each case we analyze the solvability of the problem for every point of the…
Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…
We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…
We study the L1 minimization problem with additional box constraints. We motivate the problem with two different views of optimality considerations. We look into imposing such constraints in projected gradient techniques and propose a worst…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
We consider a modification of the OMM energy functional which contains an $\ell^1$ penalty term in order to find a sparse representation of the low-lying eigenspace of self-adjoint operators. We analyze the local minima of the modified…
In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…
In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…
This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic $O(1/n)$ convergence rate of our proposed algorithm in…