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We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…

Optimization and Control · Mathematics 2025-10-24 Matthias J. Ehrhardt , Subhadip Mukherjee , Hok Shing Wong

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…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Machine Learning · Statistics 2017-02-07 Aleksandr Aravkin , Damek Davis

This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…

Numerical Analysis · Mathematics 2022-04-26 Stefano Colombo , Barbara Re

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…

Numerical Analysis · Mathematics 2017-04-11 Silvia Bonettini , Ignace Loris , Federica Porta , Marco Prato , Simone Rebegoldi

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

Euler's Elastica based unsupervised segmentation models have strong capability of completing the missing boundaries for existing objects in a clean image, but they are not working well for noisy images. This paper aims to establish a…

Computer Vision and Pattern Recognition · Computer Science 2019-02-21 Lu Tan , Ling Li , Wanquan Liu , Jie Sun , Min Zhang

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

An algorithm is proposed for solving optimization problems with stochastic objective and deterministic equality and inequality constraints. This algorithm is objective-function-free in the sense that it only uses the objective's gradient…

Optimization and Control · Mathematics 2026-04-01 S. Gratton , Ph. L. Toint

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…

Optimization and Control · Mathematics 2026-02-13 Jan Harold Alcantara , Ching-pei Lee

We analyze the global and local behavior of gradient-like flows under stochastic errors towards the aim of solving convex optimization problems with noisy gradient input. We first study the unconstrained differentiable convex case, using a…

Optimization and Control · Mathematics 2024-03-12 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch

We propose a variable smoothing algorithm for solving nonconvexly constrained nonsmooth optimization problems. The target problem has two issues that need to be addressed: (i) the nonconvex constraint and (ii) the nonsmooth term. To handle…

Optimization and Control · Mathematics 2024-04-04 Keita Kume , Isao Yamada

We present an adaptive regularization scheme for optimizing composite energy functionals arising in image analysis problems. The scheme automatically trades off data fidelity and regularization depending on the current data fit during the…

Computer Vision and Pattern Recognition · Computer Science 2017-05-10 Byung-Woo Hong , Ja-Keoung Koo , Martin Burger , Stefano Soatto

In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…

Optimization and Control · Mathematics 2018-08-23 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Guoping Jiang

Image segmentation is an important median level vision topic. Accurate and efficient multiphase segmentation for images with intensity inhomogeneity is still a great challenge. We present a new two-stage multiphase segmentation method…

Optimization and Control · Mathematics 2020-09-15 Xueyan Guo , Yunhua Xue , Chunlin Wu

We apply a recently developed framework for analyzing the convergence of stochastic algorithms to the general problem of large-scale nonconvex composite optimization more generally, and nonconvex likelihood maximization in particular. Our…

Optimization and Control · Mathematics 2024-01-25 D. Russell Luke , Steffen Schultze , Helmut Grubmüller

We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…

Machine Learning · Statistics 2022-02-24 Nuri Mert Vural , Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu
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