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Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Hongchao Zhang , Jicheng Li

We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…

Optimization and Control · Mathematics 2018-04-18 Ewa M. Bednarczuk , Anna Jezierska , Krzysztof E. Rutkowski

Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

This paper aims to develop new and fast algorithms for recovering a sparse vector from a small number of measurements, which is a fundamental problem in the field of compressive sensing (CS). Currently, CS favors incoherent systems, in…

Optimization and Control · Mathematics 2017-05-18 Yifei Lou , Ming Yan

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…

Optimization and Control · Mathematics 2024-04-10 Hoa T. Bui , Regina S. Burachik , Evgeni A. Nurminski , Matthew K. Tam

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

Numerical Analysis · Mathematics 2009-04-27 Deanna Needell

We propose a randomized first order optimization algorithm Gradient Projection Iterative Sketch (GPIS) and an accelerated variant for efficiently solving large scale constrained Least Squares (LS). We provide theoretical convergence…

Optimization and Control · Mathematics 2017-07-18 Junqi Tang , Mohammad Golbabaee , Mike Davies

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Solving linear systems of equations is an important problem in science and engineering. Many quantum algorithms, such as the Harrow-Hassidim-Lloyd (HHL) algorithm (for quantum-gate computers) and the box algorithm (for quantum-annealing…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Sanjay Suresh , Krishnan Suresh

In this paper, we present a novel approach to the problem of merging of B\'ezier curves with respect to the $L_2$-norm. We give illustrative examples to show that the solution of the conventional merging problem may not be suitable for…

Graphics · Computer Science 2017-02-10 Przemysław Gospodarczyk , Paweł Woźny

Large language models have steadily increased in size to achieve improved performance; however, this growth has also led to greater inference time and computational demands. Consequently, there is rising interest in model size reduction…

L1-minimization refers to finding the minimum L1-norm solution to an underdetermined linear system b=Ax. Under certain conditions as described in compressive sensing theory, the minimum L1-norm solution is also the sparsest solution. In…

Computer Vision and Pattern Recognition · Computer Science 2012-08-28 Allen Y. Yang , Zihan Zhou , Arvind Ganesh , S. Shankar Sastry , Yi Ma
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