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We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…

Optimization and Control · Mathematics 2019-06-11 Paul Grigas , Alfonso Lobos , Nathan Vermeersch

Sparse optimization problems are ubiquitous in many fields such as statistics, signal/image processing and machine learning. This has led to the birth of many iterative algorithms to solve them. A powerful strategy to boost the performance…

Machine Learning · Computer Science 2023-01-09 Cassio F. Dantas , Emmanuel Soubies , Cédric Févotte

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

Optimization and Control · Mathematics 2024-06-07 Wei Jiang , Sifan Yang , Wenhao Yang , Yibo Wang , Yuanyu Wan , Lijun Zhang

This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Optimization and Control · Mathematics 2017-06-13 Tianbao Yang , Qihang Lin , Lijun Zhang

Multiple-input multiple-output (MIMO) detection is a fundamental problem in wireless communications and it is strongly NP-hard in general. Massive MIMO has been recognized as a key technology in the fifth generation (5G) and beyond…

Optimization and Control · Mathematics 2021-03-10 Ping-Fan Zhao , Qing-Na Li , Wei-Kun Chen , Ya-Feng Liu

We consider extensions of the Shannon relative entropy, referred to as $f$-divergences.Three classical related computational problems are typically associated with these divergences: (a) estimation from moments, (b) computing normalizing…

Information Theory · Computer Science 2023-09-19 Francis Bach

It has recently been observed that certain extremely simple feature encoding techniques are able to achieve state of the art performance on several standard image classification benchmarks including deep belief networks, convolutional nets,…

Machine Learning · Computer Science 2013-01-08 Misha Denil , Nando de Freitas

Federated learning (FL) enables distributed clients to collaboratively train a machine learning model without sharing raw data with each other. However, it suffers the leakage of private information from uploading models. In addition, as…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-25 Kang Wei , Jun Li , Chuan Ma , Ming Ding , Feng Shu , Haitao Zhao , Wen Chen , Hongbo Zhu

We propose a novel deep network architecture for image\\ denoising based on a Gaussian Conditional Random Field (GCRF) model. In contrast to the existing discriminative denoising methods that train a separate model for each noise level, the…

Computer Vision and Pattern Recognition · Computer Science 2015-11-13 Raviteja Vemulapalli , Oncel Tuzel , Ming-Yu Liu

Image segmentation is considered to be one of the critical tasks in hyperspectral remote sensing image processing. Recently, convolutional neural network (CNN) has established itself as a powerful model in segmentation and classification by…

Computer Vision and Pattern Recognition · Computer Science 2017-12-29 Fahim Irfan Alam , Jun Zhou , Alan Wee-Chung Liew , Xiuping Jia , Jocelyn Chanussot , Yongsheng Gao

In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth convex optimization in the presence of (relatively) complicated constraints. We will present the algorithm, introduce key concepts, and establish…

Optimization and Control · Mathematics 2023-11-30 Sebastian Pokutta

The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known…

Optimization and Control · Mathematics 2015-11-19 Simon Lacoste-Julien , Martin Jaggi

The random feature method (RFM) has demonstrated great potential in bridging traditional numerical methods and machine learning techniques for solving partial differential equations (PDEs). It retains the advantages of mesh-free approaches…

Numerical Analysis · Mathematics 2025-05-02 Mikhail Kuvakin , Zijian Mei , Jingrun Chen

Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…

Artificial Intelligence · Computer Science 2012-02-20 Akshat Kumar , Shlomo Zilberstein

Graph matching, typically formulated as a Quadratic Assignment Problem (QAP), seeks to establish node correspondences between two graphs. To address the NP-hardness of QAP, some existing methods adopt projection-based relaxations that embed…

Machine Learning · Computer Science 2025-08-05 Binrui Shen , Yuan Liang , Shengxin Zhu

We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…

Signal Processing · Electrical Eng. & Systems 2024-07-15 Dimitris Bertsimas , Nicholas A. G. Johnson

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the…

Machine Learning · Computer Science 2018-06-27 Han Zhao , Geoff Gordon

Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…

Optimization and Control · Mathematics 2017-11-22 Liang Zhang , Gang Wang , Daniel Romero , Georgios B. Giannakis