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In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

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…

Optimization and Control · Mathematics 2026-04-28 Boou Jiang , Jongho Park , Jinchao Xu

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

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

Super-resolution microscopes (such as STED) illuminate samples with a tiny spot, and achieve very high resolution. But structures smaller than the spot cannot be resolved in this way. Therefore, we propose a technique to solve this problem.…

Image and Video Processing · Electrical Eng. & Systems 2019-11-20 Yaohua Xie

The blind deconvolution problem amounts to reconstructing both a signal and a filter from the convolution of these two. It constitutes a prominent topic in mathematical and engineering literature. In this work, we analyze a sparse version…

Information Theory · Computer Science 2021-11-08 Axel Flinth , Ingo Roth , Benedikt Groß , Jens Eisert , Gerhard Wunder

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in…

Optimization and Control · Mathematics 2017-03-29 Jose F. S. Bravo Ferreira , Yuehaw Khoo , Amit Singer

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

We consider a separation problem where the observation consists of the sum of a high amplitude smooth signal and a low amplitude transient signal. We propose a method for decomposition that relies on solving instances of a `constrained…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Ilker Bayram

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…

Optimization and Control · Mathematics 2026-01-21 Ahmad Mousavi , Morteza Kimiaei , Saman Babaie-Kafaki , Vyacheslav Kungurtsev

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…

Optimization and Control · Mathematics 2019-12-20 Julie Sliwak , Miguel Anjos , Lucas Létocart , Jean Maeght , Emiliano Traversi

This letter addresses the estimation of directions-of-arrival (DoA) by a sensor array using a sparse model in the presence of array calibration errors and off-grid directions. The received signal utilizes previously used models for unknown…

Signal Processing · Electrical Eng. & Systems 2019-06-04 Cheng-Yu Hung , Mostafa Kaveh

In this paper, we introduce a new nonlinear evolution partial differential equation for sparse deconvolution problems. The proposed PDE has the form of continuity equation that arises in various research areas, e.g. fluid dynamics and…

Optimization and Control · Mathematics 2011-04-04 Yu Mao , Bin Dong , Stanley Osher

Multichannel blind deconvolution is the problem of recovering an unknown signal $f$ and multiple unknown channels $x_i$ from their circular convolution $y_i=x_i \circledast f$ ($i=1,2,\dots,N$). We consider the case where the $x_i$'s are…

Information Theory · Computer Science 2019-03-19 Yanjun Li , Yoram Bresler

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

Under mild conditions on the noise level of the measurements, rotation averaging satisfies strong duality, which enables global solutions to be obtained via semidefinite programming (SDP) relaxation. However, generic solvers for SDP are…

Computer Vision and Pattern Recognition · Computer Science 2021-03-17 Álvaro Parra , Shin-Fang Chng , Tat-Jun Chin , Anders Eriksson , Ian Reid