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Sparse and convolutional constraints form a natural prior for many optimization problems that arise from physical processes. Detecting motifs in speech and musical passages, super-resolving images, compressing videos, and reconstructing…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Hilton Bristow , Simon Lucey

In this paper we revisit under-determined linear systems of equations with sparse solutions. As is well known, these systems are among core mathematical problems of a very popular compressed sensing field. The popularity of the field as…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

Methodology · Statistics 2019-01-01 Yiyuan She , Hoang Tran

Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi , Paul H. Siegel

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

Nowadays, L0 optimization model has shown its superiority when pursuing sparsity in many areas. For this nonconvex problem, most of the algorithms can only converge to one of its critical points. In this paper, we consider a general L0…

Optimization and Control · Mathematics 2019-12-11 Xue Feng , Chunlin Wu

In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…

Optimization and Control · Mathematics 2015-11-24 Zhaosong Lu , Xiaorui Li

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

We review connections between coding-theoretic objects and sparse learning problems. In particular, we show how seemingly different combinatorial objects such as error-correcting codes, combinatorial designs, spherical codes, compressed…

Information Theory · Computer Science 2012-02-13 Mahdi Cheraghchi

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

Machine Learning · Computer Science 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

Maximum hands-off control aims to maximize the length of time over which zero actuator values are applied to a system when executing specified control tasks. To tackle such problems, recent literature has investigated optimal control…

Systems and Control · Computer Science 2017-11-27 Debasish Chatterjee , Masaaki Nagahara , Daniel Quevedo , K. S. Mallikarjuna Rao

A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general,…

Optimization and Control · Mathematics 2023-06-22 Yongchun Li , Weijun Xie

We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…

Optimization and Control · Mathematics 2015-12-16 Kimon Fountoulakis , Jacek Gondzio

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

Optimization and Control · Mathematics 2024-11-01 Tianyun Tang , Kim-Chuan Toh

Multi-task learning has been observed by many researchers, which supposes that different tasks can share a low-rank common yet latent subspace. It means learning multiple tasks jointly is better than learning them independently. In this…

Machine Learning · Computer Science 2021-12-10 Wei Chang , Feiping Nie , Rong Wang , Xuelong Li

Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi N. , Paul H. Siegel

This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…

Optimization and Control · Mathematics 2017-02-24 Maddullah Almerdasy

We propose extended coherence-based conditions for exact sparse support recovery using orthogonal matching pursuit (OMP) and orthogonal least squares (OLS). Unlike standard uniform guarantees, we embed some information about the decay of…

Information Theory · Computer Science 2015-10-09 Cédric Herzet , Angélique Drémeau , Charles Soussen
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