Related papers: Convex Optimization for Parallel Energy Minimizati…
Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…
In recent years, the nuclear norm minimization (NNM) problem has been attracting much attention in computer vision and machine learning. The NNM problem is capitalized on its convexity and it can be solved efficiently. The standard nuclear…
Coordinate-wise minimization is a simple popular method for large-scale optimization. Unfortunately, for general (non-differentiable) convex problems it may not find global minima. We present a class of linear programs that coordinate-wise…
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
Real-time visual analysis tasks, like tracking and recognition, require swift execution of computationally intensive algorithms. Visual sensor networks can be enabled to perform such tasks by augmenting the sensor network with processing…
We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex…
Convex optimization encompasses a wide range of optimization problems that contain many efficiently solvable subclasses. Interior point methods are currently the state-of-the-art approach for solving such problems, particularly effective…
In recent years, applications such as real-time simulations, autonomous systems, and video games increasingly demand the processing of complex geometric models under stringent time constraints. Traditional geometric algorithms, including…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…
Combinatorial optimization problems are crucial in industry. However, many COPs are NP-hard, causing the search space to grow exponentially with problem size and rendering large-scale instances computationally intractable. Conventional…
This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…
We consider strongly convex-concave minimax problems in the federated setting, where the communication constraint is the main bottleneck. When clients are arbitrarily heterogeneous, a simple Minibatch Mirror-prox achieves the best…
In this paper we consider non-smooth convex optimization problems with (possibly) infinite intersection of constraints. In contrast to the classical approach, where the constraints are usually represented as intersection of simple sets,…