Related papers: Epigraphical splitting for solving constrained con…
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…
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…
The projection onto the epigraph or a level set of a closed proper convex function can be achieved by finding a root of a scalar equation that involves the proximal operator as a function of the proximal parameter. This paper develops the…
Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…
We study two log-concave sampling problems: constrained sampling and composite sampling. First, we consider sampling from a target distribution with density proportional to $\exp(-f(x))$ supported on a convex set $K \subset \mathbb{R}^d$,…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
Image restoration problems are typically ill-posed requiring the design of suitable priors. These priors are typically hand-designed and are fully instantiated throughout the process. In this paper, we introduce a novel framework for…
This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…
In this paper, we consider convex feasibility problems where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…
Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…
We propose and analyze a constrained level-set method for semi-automatic image segmentation. Our level-set model with constraints on the level-set function enables us to specify which parts of the image lie inside respectively outside the…
We propose and analyze a constrained level-set method for semi-automatic image segmentation. Our level-set model with constraints on the level-set function enables us to specify which parts of the image lie inside respectively outside the…
This paper proposes a randomized optimization framework for constrained signal reconstruction, where the word "constrained" implies that data-fidelity is imposed as a hard constraint instead of adding a data-fidelity term to an objective…