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We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

In the constraint programming framework, state-of-the-art static and dynamic decomposition techniques are hard to apply to problems with complete initial constraint graphs. For such problems, we propose a hybrid approach of these techniques…

Computational Complexity · Computer Science 2008-12-18 Stephane Zampelli , Martin Mann , Yves Deville , Rolf Backofen

In this paper we consider sparse approximation problems, that is, general $l_0$ minimization problems with the $l_0$-"norm" of a vector being a part of constraints or objective function. In particular, we first study the first-order…

Machine Learning · Computer Science 2012-05-31 Zhaosong Lu , Yong Zhang

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Statistics Theory · Mathematics 2021-08-10 Ilsang Ohn , Yongdai Kim

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

Optimization and Control · Mathematics 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

The graph matching optimization problem is an essential component for many tasks in computer vision, such as bringing two deformable objects in correspondence. Naturally, a wide range of applicable algorithms have been proposed in the last…

Computer Vision and Pattern Recognition · Computer Science 2022-08-01 Stefan Haller , Lorenz Feineis , Lisa Hutschenreiter , Florian Bernard , Carsten Rother , Dagmar Kainmüller , Paul Swoboda , Bogdan Savchynskyy

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Methodology · Statistics 2019-06-25 Jean Feng , Noah Simon

In our paper, we consider the following general problems: check feasibility, count the number of feasible solutions, find an optimal solution, and count the number of optimal solutions in $P \cap Z^n$, assuming that $P$ is a polyhedron,…

Computational Complexity · Computer Science 2024-01-23 Dmitry Gribanov , Dmitry Malyshev , Nikolai Zolotykh

Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…

Optimization and Control · Mathematics 2024-05-06 Ksenija Stepanovic , Wendelin Böhmer , Mathijs de Weerdt

Multigraph matching is a recent variant of the graph matching problem. In this framework, the optimization procedure considers several graphs and enforces the consistency of the matches along the graphs. This constraint can be formalized as…

Machine Learning · Computer Science 2022-10-12 François-Xavier Dupé , Rohit Yadav , Guillaume Auzias , S. Takerkart

The graph partitioning problem is a well-known NP-hard problem. In this paper, we formulate a 0-1 quadratic integer programming model for the graph partitioning problem with vertex weight constraints and fixed vertex constraints, and…

Optimization and Control · Mathematics 2025-03-17 Wumwi Sun , Hongwei Liu , Xiaoyu Wang

Semi-supervised clustering problems focus on clustering data with labels. In this paper,we consider the semi-supervised hypergraph problems. We use the hypergraph related tensor to construct an orthogonal constrained optimization model. The…

Optimization and Control · Mathematics 2023-06-21 Jingya Chang , Dongdong Liu , Min Xi

In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identification, system theory and signal processing, where the rank…

Optimization and Control · Mathematics 2019-06-26 Tianxiang Liu , Ivan Markovsky , Ting Kei Pong , Akiko Takeda