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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

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

We compute a \emph{sparse} solution to the classical least-squares problem $\min_x||A x -b||,$ where $A$ is an arbitrary matrix. We describe a novel algorithm for this sparse least-squares problem. The algorithm operates as follows: first,…

Data Structures and Algorithms · Computer Science 2013-12-31 Christos Boutsidis , Malik Magdon-Ismail

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

Optimization and Control · Mathematics 2016-01-05 Xiaolin Huang , Lei Shi , Ming Yan

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…

Machine Learning · Computer Science 2022-02-09 Cristian Rusu

In this work, we introduce an original self-consistent scheme based on the one-body reduced density matrix ($\gamma$) formalism. A significant feature of this methodology is the utilization of an optimal unitary transformation of the…

Strongly Correlated Electrons · Physics 2023-11-10 Quentin Marécat , Benjamin Lasorne , Emmanuel Fromager , Matthieu Saubanère

Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few…

Information Theory · Computer Science 2021-02-17 Pengxia Wu , Hui Ma , Julian Cheng

The reduced-density-matrix method is an promising candidate for the next generation electronic structure calculation method; it is equivalent to solve the Schr\"odinger equation for the ground state. The number of variables is the same as a…

Strongly Correlated Electrons · Physics 2011-06-27 Maho Nakata , Mituhiro Fukuda , Katsuki Fujisawa

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

We address the minimization of a smooth objective function under an $\ell_0$-constraint and simple convex constraints. When the problem has no constraints except the $\ell_0$-constraint, some efficient algorithms are available; for example,…

Optimization and Control · Mathematics 2017-01-31 Katsuya Tono , Akiko Takeda , Jun-ya Gotoh

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

The capability of discretization of matrix elements in the problem of quadratic functional minimization with linear member built on matrix in N-dimensional configuration space with discrete coordinates is researched. It is shown, that…

Neural and Evolutionary Computing · Computer Science 2012-05-04 Boris Kryzhanovsky , Mikhail Kryzhanovsky , Magomed Malsagov

We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal design constraints. Such constraints arise naturally in this…

Numerical Analysis · Mathematics 2026-05-15 Peter Gangl , Brendan Keith , Dohyun Kim , Boyan S. Lazarov , Thomas M. Surowiec

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma