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This paper demonstrates how new principles of compressed sensing, namely asymptotic incoherence, asymptotic sparsity and multilevel sampling, can be utilised to better understand underlying phenomena in practical compressed sensing and…

Functional Analysis · Mathematics 2014-07-08 Bogdan Roman , Anders Hansen , Ben Adcock

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…

Optimization and Control · Mathematics 2016-05-30 James Renegar

Existing three-dimensional (3-D) compressive sensing-based millimeter-wave (MMW) imaging methods require a large-scale storage of the sensing matrix and immense computations owing to the high dimension matrix-vector model employed in the…

Signal Processing · Electrical Eng. & Systems 2018-12-26 Shiyong Li , Guoqiang Zhao , Houjun Sun , Moeness Amin

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Compressed sensing is a signal processing technique that allows for the reconstruction of a signal from a small set of measurements. The key idea behind compressed sensing is that many real-world signals are inherently sparse, meaning that…

Machine Learning · Computer Science 2025-09-16 Shane Stevenson , Maryam Sabagh

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and…

Machine Learning · Computer Science 2013-09-27 Kiyohito Nagano , Yoshinobu Kawahara

Compressed sensing is a paradigm within signal processing that provides the means for recovering structured signals from linear measurements in a highly efficient manner. Originally devised for the recovery of sparse signals, it has become…

Information Theory · Computer Science 2021-12-09 Jens Eisert , Axel Flinth , Benedikt Groß , Ingo Roth , Gerhard Wunder

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A…

Machine Learning · Statistics 2019-01-16 Martin Azizyan , Akshay Krishnamurthy , Aarti Singh

Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…

Optimization and Control · Mathematics 2025-10-27 Evan Markou , Thalaiyasingam Ajanthan , Stephen Gould

Snapshot compressed sensing (CS) refers to compressive imaging systems in which multiple frames are mapped into a single measurement frame. Each pixel in the acquired frame is a noisy linear mapping of the corresponding pixels in the frames…

Information Theory · Computer Science 2019-04-30 Shirin Jalali , Xin Yuan

This paper provides an extension of compressed sensing which bridges a substantial gap between existing theory and its current use in real-world applications. It introduces a mathematical framework that generalizes the three standard…

Information Theory · Computer Science 2014-06-24 Ben Adcock , Anders C. Hansen , Clarice Poon , Bogdan Roman

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

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…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

Statistics Theory · Mathematics 2017-04-17 Garvesh Raskutti , Ming Yuan , Han Chen

This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…

Optimization and Control · Mathematics 2026-03-31 Daniel Dörfler , Rebecca Köhler , Andreas Löhne

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…

Optimization and Control · Mathematics 2019-01-08 Hong-Kun Xu , Vera Roshchina