Related papers: A Splitting Augmented Lagrangian Method for Low Mu…
An inverse problem of identifying inhomogeneity or crack in the workpiece made of nonlinear magnetic material is investigated. To recover the shape from the local measurements, a piecewise constant level set algorithm is proposed. By means…
This paper presents two new techniques relating to inexact solution of subproblems in augmented Lagrangian methods for convex programming. The first involves combining a relative error criterion for solution of the subproblems with over- or…
We consider regularized cutting-plane methods to minimize a convex function that is the sum of a large number of component functions. One important example is the dual problem obtained from Lagrangian relaxation on a decomposable problem.…
Dual decomposition is a powerful technique for deriving decomposition schemes for convex optimization problems with separable structure. Although the Augmented Lagrangian is computationally more stable than the ordinary Lagrangian, the…
During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey…
We propose a new splitting and successively solving augmented Lagrangian (SSAL) method for solving an optimization problem with both semicontinuous variables and a cardinality constraint. This optimization problem arises in several contexts…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…
Lagrangian duality in mixed integer optimization is a useful framework for problems decomposition and for producing tight lower bounds to the optimal objective, but in contrast to the convex counterpart, it is generally unable to produce…
The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…
Total generalization variation (TGV) is a very powerful and important regularization for various inverse problems and computer vision tasks. In this paper, we proposed a semismooth Newton based augmented Lagrangian method to solve this…
We present a powerful and easy-to-implement algorithm for solving constrained optimization problems that involve $L_1$/total-variation regularization terms, and both equality and inequality constraints. We discuss the relationship of our…
Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…
Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…
Although much research has been devoted to the problem of restoring Poissonian images, namely in the fields of medical and astronomical imaging, applying the state of the art regularizers (such as those based on wavelets or total variation)…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…
This paper considers the completion problem for a tensor (also referred to as a multidimensional array) from limited sampling. Our greedy method is based on extending the low-rank approximation pursuit (LRAP) method for matrix completions…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
This paper considers the problem of recovering a tensor with an underlying low-tubal-rank structure from a small number of corrupted linear measurements. Traditional approaches tackling such a problem require the computation of tensor…