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This paper focuses on solving a challenging problem of blind deconvolution demixing involving modulated inputs. Specifically, multiple input signals $s_n(t)$, each bandlimited to $B$ Hz, are modulated with known random sequences $r_n(t)$…
We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…
This study addresses the blind deconvolution problem with modulated inputs, focusing on a measurement model where an unknown blurring kernel $\boldsymbol{h}$ is convolved with multiple random modulations…
In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…
We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…
We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…
In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…
In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…
The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…
Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain only partially understood, which has limited its broader…
Non-convex optimization problems have multiple local optimal solutions. Non-convex optimization problems are commonly found in numerous applications. One of the methods recently proposed to efficiently explore multiple local optimal…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…
This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…
We present a generic coordinate descent solver for the minimization of a nonsmooth convex objective with structure. The method can deal in particular with problems with linear constraints. The implementation makes use of efficient residual…