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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

We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…

Optimization and Control · Mathematics 2021-03-30 Ira Neitzel , Konstantin Pieper , Boris Vexler , Daniel Walter

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

In this paper, we present novel convex optimization formulations for designing full-state and output-feedback controllers with sparse actuation that achieve user-specified $\mathcal{H}_2$ and $\mathcal{H}_\infty$ performance criteria. For…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Vedang M. Deshpande , Raktim Bhattacharya

One of the desirable objectives in feedback control design is to formulate and solve the design problem as an optimisation problem that is convex, so that an optimal solution can be found efficiently. Unfortunately many control design…

Optimization and Control · Mathematics 2025-11-25 Matthew Newton , Zuxun Xiong , Han Wang , Antonis Papachristodoulou

We study an ill-posed linear inverse problem, where a binary sequence will be reproduced using a sparce matrix. According to the previous study, this model can theoretically provide an optimal compression scheme for an arbitrary distortion…

Disordered Systems and Neural Networks · Physics 2009-11-10 Tatsuto Murayama

The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…

Optimization and Control · Mathematics 2015-01-16 Hui Zhang , Lizhi Cheng

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…

Optimization and Control · Mathematics 2022-06-22 Bingsheng He , Shengjie Xu , Jing Yuan

Dealing with nonlinear effects of the radio-frequency(RF) chain is a key issue in the realization of very large-scale multi-antenna (MIMO) systems. Achieving the remarkable gains possible with massive MIMO requires that the signal…

Information Theory · Computer Science 2021-06-29 Amine Mezghani , Daniel Plabst , Lee A. Swindlehurst , Inbar Fijalkow , Josef A. Nossek

This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…

Optimization and Control · Mathematics 2025-12-17 Vito Cerone , Sophie M. Fosson , Simone Pirrera , Diego Regruto

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Yanxin Fu , Wenxiao Zhao

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…

Optimization and Control · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

This paper provides a novel approach for finding sparse state-space realizations of linear systems (e.g., controllers). Sparse controllers are commonly used in distributed control, where a controller is synthesized with some sparsity…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Yaozhi Du , Jing Shuang Li

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…

Optimization and Control · Mathematics 2026-05-06 Yule Zhang , Benqi Liu , Xiantao Xiao , Liwei Zhang

In this paper, direction-of-arrival estimation using nested array is studied in the framework of sparse signal representation. With the vectorization operator, a new real-valued nonnegative sparse signal recovery model which has a wider…

Signal Processing · Electrical Eng. & Systems 2019-04-12 Yunmei Shi , Xing-Peng Mao , Chunlei Zhao , Yong-Tan Liu

We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…

Information Theory · Computer Science 2026-05-12 Keisuke Morita , Masayuki Ohzeki
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