Related papers: A Novel Convex Relaxation for Non-Binary Discrete …
The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we generalize our approach to a sequential scheme which starts…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…
We propose a compressive sensing algorithm that exploits geometric properties of images to recover images of high quality from few measurements. The image reconstruction is done by iterating the two following steps: 1) estimation of normal…
We consider the reconstruction of a two-dimensional discrete image from a set of tomographic measurements corresponding to the Radon projection. Assuming that the image has a structure where neighbouring pixels have a larger probability to…
We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices,…
This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…
We present an ordinary differential equations approach to the analysis of algorithms for constructing $l_1$ minimizing solutions to underdetermined linear systems of full rank. It involves a relaxed minimization problem whose minimum is…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…
In this article, we propose a finite volume discretization of a one dimensional nonlinear reaction kinetic model proposed in [Neumann, Schmeiser, Kint. Rel. Mod. 2016], which describes a 2-species recombination-generation process.…
We study the question of extracting a sequence of functions $\{\boldsymbol{f}_i, \boldsymbol{g}_i\}_{i=1}^s$ from observing only the sum of their convolutions, i.e., from $\boldsymbol{y} = \sum_{i=1}^s \boldsymbol{f}_i\ast…
In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
We study binary optimization problems of the form \( \min_{x\in\{-1,1\}^n} f(Ax-b) \) with possibly nonsmooth loss \(f\). Following the lifted rank-one semidefinite programming (SDP) approach\cite{qian2023matrix}, we develop a…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
Compressed sensing is a new methodology for constructing sensors which allow sparse signals to be efficiently recovered using only a small number of observations. The recovery problem can often be stated as the one of finding the solution…
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…