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During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a…
Deep neural network approaches to inverse imaging problems have produced impressive results in the last few years. In this paper, we consider the use of generative models in a variational regularisation approach to inverse problems. The…
Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point. This work focuses on the subclass of quadratic programs with…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
The paper introduces several new concepts for solving nonconvex or nonsmooth optimization problems, including convertible nonconvex function, exact convertible nonconvex function and differentiable convertible nonconvex function. It is…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both…
Graph matching is a fundamental tool in computer vision and pattern recognition. In this paper, we introduce an algorithm for graph matching based on the proximal operator, referred to as differentiable proximal graph matching (DPGM).…
We consider multi-task learning, which simultaneously learns related prediction tasks, to improve generalization performance. We factorize a coefficient matrix as the product of two matrices based on a low-rank assumption. These matrices…
A parametrized convex function depends on a variable and a parameter, and is convex in the variable for any valid value of the parameter. Such functions can be used to specify parametrized convex optimization problems, i.e., a convex…
We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the $\ell_2$-regularizer and…
In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed…
Particle-based variational inference (VI) minimizes the KL divergence between model samples and the target posterior with gradient flow estimates. With the popularity of Stein variational gradient descent (SVGD), the focus of particle-based…
This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…
An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…
Multi-task learning is a learning paradigm which seeks to improve the generalization performance of a learning task with the help of some other related tasks. In this paper, we propose a regularization formulation for learning the…
We develop fast algorithms and robust software for convex optimization of two-layer neural networks with ReLU activation functions. Our work leverages a convex reformulation of the standard weight-decay penalized training problem as a set…
We consider the problem of minimizing the sum of three convex functions: i) a smooth function $f$ in the form of an expectation or a finite average, ii) a non-smooth function $g$ in the form of a finite average of proximable functions…
We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…