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The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various applications. In this paper, we focus on a class of group-quadratic regularized OT problems which…
In this paper, we consider a class of convex programming problems with linear equality constraints, which finds broad applications in machine learning and signal processing. We propose a new adaptive balanced augmented Lagrangian (ABAL)…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between…
We introduce a new algorithm for complex image reconstruction with separate regularization of the image magnitude and phase. This optimization problem is interesting in many different image reconstruction contexts, although is nonconvex and…
In this paper, we propose a novel locally statistical active contour model (LACM) based on Aubert-Aujol (AA) denoising model and variational level set method, which can be used for SAR images segmentation with intensity inhomogeneity. Then…
We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
This work introduces an unconventional inexact augmented Lagrangian method where the augmenting term is a Euclidean norm raised to a power between one and two. The proposed algorithm is applicable to a broad class of constrained nonconvex…
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex equality constrained optimization when a nearly feasible point is known. In particular, we first propose a new Newton-CG method for finding an approximate…
In order to completely separate objects with large sections of occluded boundaries in an image, we devise a new variational level set model for image segmentation combining the Chan-Vese model with elastica and landmark constraints. For…
We present several key advances to the Physics and Equality Constrained Artificial Neural Networks (PECANN) framework, substantially improving its capacity to solve challenging partial differential equations (PDEs). Our enhancements broaden…
Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…
In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…
Background: Limited-angle (LA) dual-energy (DE) cone-beam CT (CBCT) is considered as a potential solution to achieve fast and low-dose DE imaging on current CBCT scanners without hardware modification. However, its clinical implementations…
Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…
Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We…
In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…