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Related papers: Trust-Region Methods for Sparse Relaxation

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We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Information Theory · Computer Science 2012-11-13 Shidong Li , Yulong Liu , Tiebin Mi

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

In this article, we build on previous work to present an optimization algorithm for nonlinearly constrained multi-objective optimization problems. The algorithm combines a surrogate-assisted derivative-free trust-region approach with the…

Optimization and Control · Mathematics 2023-04-20 Manuel Berkemeier , Sebastian Peitz

We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski

Motivated by re-weighted $\ell_1$ approaches for sparse recovery, we propose a lifted $\ell_1$ (LL1) regularization which is a generalized form of several popular regularizations in the literature. By exploring such connections, we discover…

Signal Processing · Electrical Eng. & Systems 2022-05-13 Yaghoub Rahimi , Sung Ha Kang , Yifei Lou

This paper presents a dictionary learning-based method with region-specific image patches to maximize the utility of the powerful sparse data processing technique for CT image reconstruction. Considering heterogeneous distributions of image…

Medical Physics · Physics 2020-10-26 Qiong Xu , Jeff Wang , Hiroki Shirato , Lei Xing

The aim of sparse approximation is to estimate a sparse signal according to the measurement matrix and an observation vector. It is widely used in data analytics, image processing, and communication, etc. Up to now, a lot of research has…

Signal Processing · Electrical Eng. & Systems 2018-05-31 Hao Wang , Ruibin Feng , Chi-Sing Leung

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. We develop reduced compact representations of…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Roummel F. Marcia , Cosmin G. Petra , Michael A. Saunders

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Sohil Shah , Tom Goldstein , Christoph Studer

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's…

Optimization and Control · Mathematics 2012-12-06 Aleksandr Y. Aravkin , Tristan van Leeuwen , Ning Tu

Vision-Language Pretrained (VLP) models have achieved impressive performance on multimodal tasks, including text-image retrieval, based on dense representations. Meanwhile, Learned Sparse Retrieval (LSR) has gained traction in text-only…

Computation and Language · Computer Science 2025-08-26 Jonghyun Song , Youngjune Lee , Gyu-Hwung Cho , Ilhyeon Song , Saehun Kim , Yohan Jo

Stochastic gradient-based optimization is crucial to optimize neural networks. While popular approaches heuristically adapt the step size and direction by rescaling gradients, a more principled approach to improve optimizers requires…

Machine Learning · Computer Science 2023-11-01 Philipp Dahlinger , Philipp Becker , Maximilian Hüttenrauch , Gerhard Neumann

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The…

Numerical Analysis · Mathematics 2021-04-13 Zhongxiao Jia , Fa Wang

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We propose to minimize a generic differentiable objective with $L_1$ constraint using a simple reparametrization and straightforward stochastic gradient descent. Our proposal is the direct generalization of previous ideas that the $L_1$…

Machine Learning · Computer Science 2023-07-13 Liu Ziyin , Zihao Wang

We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…

Optimization and Control · Mathematics 2025-10-14 Geoffroy Leconte , Dominique Orban
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