Related papers: A Projected Gradient and Constraint Linearization …
Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…
Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…
An important method to optimize a function on standard simplex is the active set algorithm, which requires the gradient of the function to be projected onto a hyperplane, with sign constraints on the variables that lie in the boundary of…
Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…
This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…
We study the projected gradient descent method on low-rank matrix problems with a strongly convex objective. We use the Burer-Monteiro factorization approach to implicitly enforce low-rankness; such factorization introduces non-convexity in…
We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
In this work, we adopt the Gradient Projection Method (GPM) to problems of quantum control. For general $N$-level closed and open quantum systems, we derive the corresponding adjoint systems and gradients of the objective functionals, and…
Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
Computational guidance is an emerging and accelerating trend in aerospace guidance and control. Combining machine learning and convex optimization, this paper presents a real-time computational guidance method for the 6-degrees-of-freedom…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
In this paper, we propose a new inexact version of the projected subgradient method to solve nondifferentiable constrained convex optimization problems. The method combine $\epsilon$-subgradient method with a procedure to obtain a feasible…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…