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The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

Machine Learning · Computer Science 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

A smoothing algorithm is presented for solving the soft-margin Support Vector Machine (SVM) optimization problem with an $\ell^{1}$ penalty. This algorithm is designed to require a modest number of passes over the data, which is an…

Optimization and Control · Mathematics 2024-01-19 Ibrahim Emirahmetoglu , Jeffrey Hajewski , Suely Oliveira , David E. Stewart

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin

This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…

Optimization and Control · Mathematics 2024-09-26 Fatih Selim Aktas , Mustafa Celebi Pinar

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

This paper aims to develop new and fast algorithms for recovering a sparse vector from a small number of measurements, which is a fundamental problem in the field of compressive sensing (CS). Currently, CS favors incoherent systems, in…

Optimization and Control · Mathematics 2017-05-18 Yifei Lou , Ming Yan

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

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

Numerical Analysis · Mathematics 2021-03-10 Weihong Guo , Yifei Lou , Jing Qin , Ming Yan

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

Many practical problems can be formulated as l0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l1-minimization is efficient…

Optimization and Control · Mathematics 2013-12-17 Yun-Bin Zhao

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo

This paper focuses on recovering an underlying matrix from its noisy partial entries, a problem commonly known as matrix completion. We delve into the investigation of a non-convex regularization, referred to as transformed $L_1$ (TL1),…

Statistics Theory · Mathematics 2025-03-05 Kun Zhao , Jiayi Wang , Yifei Lou

Motivated by variational models in continuum mechanics, we introduce a novel algorithm to perform nonsmooth and nonconvex minimizations with linear constraints in Euclidean spaces. We show how this algorithm is actually a natural…

Analysis of PDEs · Mathematics 2015-03-20 Marco Artina , Massimo Fornasier , Francesco Solombrino

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

Statistics Theory · Mathematics 2013-11-05 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Charles Dossal , Jalal Fadili

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

In this paper, we consider the $L_1/L_2 $ minimization for sparse recovery and study its relationship with the $L_1$-$ \alpha L_2 $ model. Based on this relationship, we propose three numerical algorithms to minimize this ratio model, two…

Numerical Analysis · Mathematics 2020-05-07 Chao Wang , Ming Yan , Yaghoub Rahimi , Yifei Lou

The sparse linear reconstruction problem is a core problem in signal processing which aims to recover sparse solutions to linear systems. The original problem regularized by the total number of nonzero components (also known as $L_0$…

Optimization and Control · Mathematics 2025-11-19 Yuyuan Ouyang , Kyle Yates