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Locating proximal points is a component of numerous minimization algorithms. This work focuses on developing a method to find the proximal point of a convex function at a point, given an inexact oracle. Our method assumes that exact…

Optimization and Control · Mathematics 2016-11-03 Warren Hare , Chayne Planiden

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

Fixed-point iterations are at the heart of numerical computing and are often a computational bottleneck in real-time applications that typically need a fast solution of moderate accuracy. We present neural fixed-point acceleration which…

Machine Learning · Computer Science 2021-07-26 Shobha Venkataraman , Brandon Amos

Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be…

Numerical Analysis · Computer Science 2017-06-20 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

Optimization and Control · Mathematics 2015-10-27 Pablo Pedregal

Solving an optimization problem whose objective function is the sum of two convex functions has received considerable interests in the context of image processing recently. In particular, we are interested in the scenario when a…

Computer Vision and Pattern Recognition · Computer Science 2014-12-16 Dai-Qiang Chen

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…

Optimization and Control · Mathematics 2020-08-04 Yuwen Chen , Antonio Orvieto , Aurelien Lucchi

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We study the problem of image alignment for panoramic stitching. Unlike most existing approaches that are feature-based, our algorithm works on pixels directly, and accounts for errors across the whole images globally. Technically, we…

Computer Vision and Pattern Recognition · Computer Science 2019-09-04 Yuelong Li , Mohammad Tofighi , Vishal Monga

In this paper, we propose a new general and stable fixed-point approach to compute the resolvents of the composition of a set-valued maximal monotone operator with a linear bounded mapping. Weak, strong and linear convergence of the…

Optimization and Control · Mathematics 2025-02-05 Samir Adly , Ba Khiet Le

The Nystrom method is a popular technique that uses a small number of landmark points to compute a fixed-rank approximation of large kernel matrices that arise in machine learning problems. In practice, to ensure high quality…

Machine Learning · Statistics 2019-12-04 Farhad Pourkamali-Anaraki , Stephen Becker

We consider minimizing a sum of non-smooth objective functions with set constraints in a distributed manner. As to this problem, we propose a distributed algorithm with an exponential convergence rate for the first time. By the exact…

Optimization and Control · Mathematics 2020-01-06 Weijian Li , Xianlin Zeng , Shu Liang , Yiguang Hong

Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Huu Le , Tat-Jun Chin , Anders Eriksson , Thanh-Toan Do , David Suter

This paper deals with a modified iterative projection method for approximating a solution of the hierarchical fixed point problem for a sequene of nearly nonexpansive mappings with respect to a nonexpansive mapping. It is shown that under…

Functional Analysis · Mathematics 2014-03-14 Ibrahim Karahan , Murat Ozdemir