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In this paper, we investigate accelerated first-order methods for smooth convex optimization problems under inexact information on the gradient of the objective. The noise in the gradient is considered to be additive with two possibilities:…

Optimization and Control · Mathematics 2023-01-10 Vasin Artem , Alexander Gasnikov , Pavel Dvurechensky , Vladimir Spokoiny

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

We analyze a class of norms defined via an optimal interpolation problem involving the composition of norms and a linear operator. This construction, known as infimal postcomposition in convex analysis, is shown to encompass various of…

Optimization and Control · Mathematics 2017-08-30 Patrick L. Combettes , Andrew M. McDonald , Charles A. Micchelli , Massimiliano Pontil

Depth completion aims to recover dense depth maps from sparse depth measurements. It is of increasing importance for autonomous driving and draws increasing attention from the vision community. Most of existing methods directly train a…

Computer Vision and Pattern Recognition · Computer Science 2019-10-16 Yan Xu , Xinge Zhu , Jianping Shi , Guofeng Zhang , Hujun Bao , Hongsheng Li

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

We consider the problem of recovering an orthogonally decomposable tensor with a subset of elements distorted by noise with arbitrarily large magnitude. We focus on the particular case where each mode in the decomposition is corrupted by…

Numerical Analysis · Mathematics 2021-02-22 Oscar Mickelin , Sertac Karaman

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

Dense image matching is a fundamental low-level problem in Computer Vision, which has received tremendous attention from both discrete and continuous optimization communities. The goal of this paper is to combine the advantages of discrete…

Computer Vision and Pattern Recognition · Computer Science 2016-01-26 Alexander Shekhovtsov , Christian Reinbacher , Gottfried Graber , Thomas Pock

This paper focus on recovering multi-dimensional data called tensor from randomly corrupted incomplete observation. Inspired by reweighted $l_1$ norm minimization for sparsity enhancement, this paper proposes a reweighted singular value…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 Baburaj M. , Sudhish N. George

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

In this paper, we aim at the problem of tensor data completion. Tensor-train decomposition is adopted because of its powerful representation ability and linear scalability to tensor order. We propose an algorithm named Sparse Tensor-train…

Numerical Analysis · Computer Science 2018-03-23 Longhao Yuan , Qibin Zhao , Jianting Cao

Given a set of image denoisers, each having a different denoising capability, is there a provably optimal way of combining these denoisers to produce an overall better result? An answer to this question is fundamental to designing an…

Computer Vision and Pattern Recognition · Computer Science 2019-03-01 Joon Hee Choi , Omar Elgendy , Stanley H. Chan

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

We consider a novel algorithm, for the completion of partially observed low-rank tensors, as a generalization of matrix completion. The proposed low-rank tensor completion (TC) method builds on the conventional nuclear norm (NN)…

Machine Learning · Statistics 2026-05-06 Niclas Führling , Getuar Rexhepi , Giuseppe Thadeu Freitas de Abreu

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We consider the densest submatrix problem, which seeks the submatrix of fixed size of a given binary matrix that contains the most nonzero entries. This problem is a natural generalization of fundamental problems in combinatorial…

Optimization and Control · Mathematics 2026-03-13 Valentine Olanubi , Phineas Agar , Brendan Ames

We consider the problem of noiseless and noisy low-rank tensor completion from a set of random linear measurements. In our derivations, we assume that the entries of the tensor belong to a finite field of arbitrary size and that…

Information Theory · Computer Science 2011-04-05 Amin Emad , Olgica Milenkovic

Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…

Machine Learning · Computer Science 2015-05-12 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap…

Machine Learning · Statistics 2018-09-17 Will Wei Sun , Lexin Li