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This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

In this work, we consider learning over multitask graphs, where each agent aims to estimate its own parameter vector. Although agents seek distinct objectives, collaboration among them can be beneficial in scenarios where relationships…

Machine Learning · Computer Science 2025-09-23 Yara Zgheib , Luca Calatroni , Marc Antonini , Roula Nassif

In mathematical optimization, second-order Newton's methods generally converge faster than first-order methods, but they require the inverse of the Hessian, hence are computationally expensive. However, we discover that on sparse graphs,…

Machine Learning · Computer Science 2022-05-30 Nima Dehmamy , Csaba Both , Jianzhi Long , Rose Yu

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

Optimization and Control · Mathematics 2023-02-10 Gilles Bareilles , Franck Iutzeler , Jérôme Malick

The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…

Optimization and Control · Mathematics 2012-05-03 Heinz H. Bauschke , D. Russell Luke , Hung M. Phan , Xianfu Wang

We consider the minimization problem with the truncated quadratic regularization with gradient operator, which is a nonsmooth and nonconvex problem. We cooperated the classical preconditioned iterations for linear equations into the…

Optimization and Control · Mathematics 2021-05-04 Shengxiang Deng , Hongpeng Sun

Graph neural networks (GNNs) have been widely applied in the recommendation tasks and have obtained very appealing performance. However, most GNN-based recommendation methods suffer from the problem of data sparsity in practice. Meanwhile,…

Information Retrieval · Computer Science 2021-12-15 Yiqi Wang , Chaozhuo Li , Zheng Liu , Mingzheng Li , Jiliang Tang , Xing Xie , Lei Chen , Philip S. Yu

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

Proposing an effective and flexible matrix to represent a graph is a fundamental challenge that has been explored from multiple perspectives, e.g., filtering in Graph Fourier Transforms. In this work, we develop a novel and general…

Machine Learning · Computer Science 2023-05-11 Mingqi Yang , Wenjie Feng , Yanming Shen , Bryan Hooi

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

Graph Neural Networks (GNNs) have emerged as a notorious alternative to address learning problems dealing with non-Euclidean datasets. However, although most works assume that the graph is perfectly known, the observed topology is prone to…

Machine Learning · Computer Science 2023-12-12 Victor M. Tenorio , Samuel Rey , Antonio G. Marques

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…

Optimization and Control · Mathematics 2026-01-09 Reinier Díaz Millán , Julien Ugon

Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…

Optimization and Control · Mathematics 2025-10-06 Mateo Díaz , Liwei Jiang , Abdel Ghani Labassi

We propose a deconvolution algorithm for images blurred and degraded by a Poisson noise. The algorithm uses a fast proximal backward-forward splitting iteration. This iteration minimizes an energy which combines a \textit{non-linear} data…

Applications · Statistics 2008-12-18 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…

Optimization and Control · Mathematics 2023-07-10 Huixiong Chen , Qi Ye

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…

Optimization and Control · Mathematics 2018-09-06 Bin Wang , Jun Fang , Huiping Duan , Hongbin Li

In recent years, Graph Neural Networks (GNNs) have been utilized for various applications ranging from drug discovery to network design and social networks. In many applications, it is impossible to observe some properties of the graph…

Machine Learning · Computer Science 2025-03-12 Moshe Eliasof , Md Shahriar Rahim Siddiqui , Carola-Bibiane Schönlieb , Eldad Haber

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

Optimization and Control · Mathematics 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap