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A common approach to solve inverse imaging problems relies on finding a maximum a posteriori (MAP) estimate of the original unknown image, by solving a minimization problem. In thiscontext, iterative proximal algorithms are widely used,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Hoang Trieu Vy Le , Audrey Repetti , Nelly Pustelnik

We propose a proximal algorithm for minimizing objective functions consisting of three summands: the composition of a nonsmooth function with a linear operator, another nonsmooth function, each of the nonsmooth summands depending on an…

Optimization and Control · Mathematics 2020-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

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…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

In graph signal processing, data samples are associated to vertices on a graph, while edge weights represent similarities between those samples. We propose a convex optimization problem to learn sparse well connected graphs from data. We…

Signal Processing · Electrical Eng. & Systems 2020-04-21 Eduardo Pavez , Antonio Ortega

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

We consider solving large scale nonconvex optimisation problems with nonnegativity constraints. Such problems arise frequently in machine learning, such as nonnegative least-squares, nonnegative matrix factorisation, as well as problems…

Optimization and Control · Mathematics 2024-05-22 Oscar Smee , Fred Roosta

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

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…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

We propose a novel framework for learning time-varying graphs from spatiotemporal measurements. Given an appropriate prior on the temporal behavior of signals, our proposed method can estimate time-varying graphs from a small number of…

Signal Processing · Electrical Eng. & Systems 2025-09-10 Haruki Yokota , Koki Yamada , Yuichi Tanaka , Antonio Ortega

We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…

Optimization and Control · Mathematics 2019-03-04 Yu Bai , John Duchi , Song Mei

This paper addresses the Graph Matching problem, which consists of finding the best possible alignment between two input graphs, and has many applications in computer vision, network deanonymization and protein alignment. A common approach…

Machine Learning · Statistics 2024-08-12 Ernesto Araya Valdivia , Hemant Tyagi

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

Optimization and Control · Mathematics 2026-04-09 Shotaro Yagishita , Masaru Ito

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Optimization and Control · Mathematics 2025-04-01 Rongxuan Li

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…

Optimization and Control · Mathematics 2026-02-16 Hanfeng Zeng , Wenqing Ouyang , Andre Milzarek

In this paper, we consider the convex, finite-sum minimization problem with explicit convex constraints over strongly connected directed graphs. The constraint is an intersection of several convex sets each being known to only one node. To…

Optimization and Control · Mathematics 2021-06-23 Firooz Shahriari-Mehr , David Bosch , Ashkan Panahi

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou