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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…

Optimization and Control · Mathematics 2015-06-16 Yanqin Bai , Renli Liang , Zhouwang Yang

Properties of Superiorized Preconditioned Conjugate Gradient (SupPCG) algorithms in image reconstruction from projections are examined. Least squares (LS) is usually chosen for measuring data-inconsistency in these inverse problems.…

Numerical Analysis · Mathematics 2018-07-27 Elias S. Helou , Gabor T. Herman , Chuan Lin , Marcelo V. W. Zibetti

Despite the non-convexity of most modern machine learning parameterizations, Lagrangian duality has become a popular tool for addressing constrained learning problems. We revisit Augmented Lagrangian methods, which aim to mitigate the…

Machine Learning · Computer Science 2025-10-30 Ignacio Boero , Ignacio Hounie , Alejandro Ribeiro

We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…

Optimization and Control · Mathematics 2018-12-13 Xin-Yee Lam , Defeng Sun , Kim-Chuan Toh

Inspired by their success in solving challenging inverse problems in computer vision, implicit neural representations (INRs) have been recently proposed for reconstruction in low-dose/sparse-view X-ray computed tomography (CT). An INR…

Image and Video Processing · Electrical Eng. & Systems 2025-04-21 Mahrokh Najaf , Gregory Ongie

In this paper, we consider minimizing the L1/L2 term on the gradient for a limited-angle scanning problem in computed tomography (CT) reconstruction. We design a specific splitting framework for an unconstrained optimization model so that…

Optimization and Control · Mathematics 2021-03-19 Chao Wang , Min Tao , James Nagy , Yifei Lou

We introduce variable projected augmented Lagrangian (VPAL) methods for solving generalized nonlinear Lasso problems with improved speed and accuracy. By eliminating the nonsmooth variable via soft-thresholding, VPAL transforms the problem…

Optimization and Control · Mathematics 2025-10-29 Stefano Aleotti , Davide Bianchi , Florian Bossmann , Riley Yizhou Chen , Matthias Chung

We propose a first-order augmented Lagrangian algorithm (FAL) for solving the basis pursuit problem. FAL computes a solution to this problem by inexactly solving a sequence of L1-regularized least squares sub-problems. These sub-problems…

Optimization and Control · Mathematics 2011-08-29 Necdet Serhat Aybat , Garud Iyengar

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

We introduce a fast iterative non-local shrinkage algorithm to recover MRI data from undersampled Fourier measurements. This approach is enabled by the reformulation of current non-local schemes as an alternating algorithm to minimize a…

Computer Vision and Pattern Recognition · Computer Science 2014-05-22 Yasir Q. Moshin , Greg Ongie , Mathews Jacob

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Optimization and Control · Mathematics 2013-02-19 Valentin Nedelcu , Ion Necoara , Quoc Tran Dinh

The quadratic penalty alternating minimization (AM) method is widely used for solving the convex $\ell_1$ total variation (TV) image deblurring problem. However, quadratic penalty AM for solving the nonconvex nonsmooth $\ell_p$, $0 < p < 1$…

Optimization and Control · Mathematics 2023-09-12 Tarmizi Adam , Alexander Malyshev , Mohd Fikree Hassan , Nur Syarafina Mohamed , Md Sah Hj Salam

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…

Optimization and Control · Mathematics 2007-05-23 Michael P. Friedlander , Michael A Saunders

In this paper we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC program in which the first convex component of the objective and constraints is the sum of a smooth and nonsmooth functions while their…

Optimization and Control · Mathematics 2021-11-18 Zhaosong Lu , Zhe Sun , Zirui Zhou

Clustering may be the most fundamental problem in unsupervised learning which is still active in machine learning research because its importance in many applications. Popular methods like K-means, may suffer from instability as they are…

Optimization and Control · Mathematics 2018-02-21 Yancheng Yuan , Defeng Sun , Kim-Chuan Toh

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

Augmented Lagrangian Methods (ALMs) are widely employed in solving constrained optimizations, and some efficient solvers are developed based on this framework. Under the quadratic growth assumption, it is known that the dual iterates and…

Optimization and Control · Mathematics 2024-10-31 Feng-Yi Liao , Lijun Ding , Yang Zheng

We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…

Optimization and Control · Mathematics 2010-10-14 Donald Goldfarb , Shiqian Ma , Katya Scheinberg

Binary tomography is concerned with the recovery of binary images from a few of their projections (i.e., sums of the pixel values along various directions). To reconstruct an image from noisy projection data, one can pose it as a…

Image and Video Processing · Electrical Eng. & Systems 2020-12-17 Ajinkya Kadu , Tristan van Leeuwen

Inference by means of mathematical modeling from a collection of observations remains a crucial tool for scientific discovery and is ubiquitous in application areas such as signal compression, imaging restoration, and supervised machine…

Numerical Analysis · Mathematics 2022-07-19 Matthias Chung , Rosemary Renaut