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Motivated by the settings where sensing the entire tensor is infeasible, this paper proposes a novel tensor compressed sensing model, where measurements are only obtained from sensing each lateral slice via mutually independent matrices.…

Machine Learning · Computer Science 2024-12-24 Tongle Wu , Ying Sun , Jicong Fan

In this work, we present new proofs of convergence for Plug-and-Play (PnP) algorithms. PnP methods are efficient iterative algorithms for solving image inverse problems where regularization is performed by plugging a pre-trained denoiser in…

Optimization and Control · Mathematics 2023-11-03 Samuel Hurault , Antonin Chambolle , Arthur Leclaire , Nicolas Papadakis

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Optimization and Control · Mathematics 2015-06-30 Sébastien Bubeck , Yin Tat Lee , Mohit Singh

In this paper, we study the proximal incremental aggregated gradient(PIAG) algorithm for minimizing the sum of L-smooth nonconvex component functions and a proper closed convex function. By exploiting the L-smooth property and with the help…

Optimization and Control · Mathematics 2020-06-01 Wei Peng , Hui Zhang , Xiaoya Zhang

This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…

Optimization and Control · Mathematics 2025-12-16 Vaibhav Rajoriya , Prateek Priyaranjan Pradhan , Ketan Rajawat

We modify Nesterov's constant step gradient method for strongly convex functions with Lipschitz continuous gradient described in Nesterov's book. Nesterov shows that $f(x_k) - f^* \leq L \prod_{i=1}^k (1 - \alpha_k) \| x_0 - x^* \|_2^2$…

Optimization and Control · Mathematics 2011-09-29 Xiangrui Meng , Hao Chen

Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice,…

Machine Learning · Computer Science 2022-04-19 Xin Liu , Zhisong Pan , Wei Tao

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

Optimization and Control · Mathematics 2023-12-22 Mengqi Hu , Yifei Lou , Bao Wang , Ming Yan , Xiu Yang , Qiang Ye

We propose a general learning based framework for solving nonsmooth and nonconvex image reconstruction problems. We model the regularization function as the composition of the $l_{2,1}$ norm and a smooth but nonconvex feature mapping…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Yunmei Chen , Hongcheng Liu , Xiaojing Ye , Qingchao Zhang

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

We consider unconstrained minimization of smooth convex functions. We propose a novel variational perspective using forced Euler-Lagrange equation that allows for studying high-resolution ODEs. Through this, we obtain a faster convergence…

Optimization and Control · Mathematics 2023-11-06 Hoomaan Maskan , Konstantinos C. Zygalakis , Alp Yurtsever

The Nesterov accelerated gradient (NAG) method is an important extrapolation-based numerical algorithm that accelerates the convergence of the gradient descent method in convex optimization. When dealing with an objective function that is…

Optimization and Control · Mathematics 2025-05-28 Chenglong Bao , Liang Chen , Jiahong Li

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Machine Learning · Computer Science 2017-05-16 Qunwei Li , Yi Zhou , Yingbin Liang , Pramod K. Varshney

We propose a new self-adaptive, double-loop smoothing algorithm to solve composite, nonsmooth, and constrained convex optimization problems. Our algorithm is based on Nesterov's smoothing technique via general Bregman distance functions. It…

Optimization and Control · Mathematics 2018-08-15 Quoc Tran-Dinh , Ahmet Alacaoglu , Olivier Fercoq , Volkan Cevher

This paper presents a new convergent Plug-and-Play (PnP) algorithm. PnP methods are efficient iterative algorithms for solving image inverse problems formulated as the minimization of the sum of a data-fidelity term and a regularization…

Machine Learning · Statistics 2023-04-06 Samuel Hurault , Antonin Chambolle , Arthur Leclaire , Nicolas Papadakis

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…

Machine Learning · Statistics 2022-06-20 Dounia Lakhmiri , Dominique Orban , Andrea Lodi

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…

Optimization and Control · Mathematics 2023-01-18 Bowen Li , Bin Shi , Ya-xiang Yuan

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

Optimization and Control · Mathematics 2014-03-20 Lin Xiao , Tong Zhang
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