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Related papers: Modified lp-norm regularization minimization for s…

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The Sparse Approximation problem asks to find a solution $x$ such that $||y - Hx|| < \alpha$, for a given norm $||\cdot||$, minimizing the size of the support $||x||_0 := \#\{j \ |\ x_j \neq 0 \}$. We present valid inequalities for Mixed…

Discrete Mathematics · Computer Science 2020-09-15 Diego Delle Donne , Matthieu Kowalski , Leo Liberti

The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…

Optimization and Control · Mathematics 2019-04-23 Jialiang Xu , Yun-Bin Zhao

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

Systems and Control · Computer Science 2015-03-05 Yong Feng , Rui Zeng , Jiasong Wu

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used…

Machine Learning · Computer Science 2017-10-18 Amirhossein Javaheri , Hadi Zayyani , Farokh Marvasti

We propose a general framework of iteratively reweighted l1 methods for solving lp regularization problems. We prove that after some iteration k, the iterates generated by the proposed methods have the same support and sign as the limit…

Optimization and Control · Mathematics 2019-12-03 Hao Wang , Hao Zeng , Jiashan Wang

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

Machine Learning · Computer Science 2018-05-25 Anastasios Kyrillidis

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Hongchao Zhang , Jicheng Li

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In recent studies on sparse modeling, the nonconvex regularization approaches (particularly, $L_{q}$ regularization with $q\in(0,1)$) have been demonstrated to possess capability of gaining much benefit in sparsity-inducing and efficiency.…

Numerical Analysis · Computer Science 2015-06-17 Jinshan Zeng , Shaobo Lin , Yao Wang , Zongben Xu

The problem of 1-bit compressive sampling is addressed in this paper. We introduce an optimization model for reconstruction of sparse signals from 1-bit measurements. The model targets a solution that has the least l0-norm among all signals…

Information Theory · Computer Science 2013-02-07 Lixin Shen , Bruce W. Suter

For a matrix $A\in \mathbb{R}^{n\times d}$ with $n\geq d$, we consider the dual problems of $\min \|Ax-b\|_p^p, \, b\in \mathbb{R}^n$ and $\min_{A^\top x=b} \|x\|_p^p,\, b\in \mathbb{R}^d$. We improve the runtimes for solving these problems…

Data Structures and Algorithms · Computer Science 2021-11-22 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be…

Information Theory · Computer Science 2020-02-25 Shuai Huang , Trac D. Tran

The least-absolute shrinkage and selection operator (LASSO) is a regularization technique for estimating sparse signals of interest emerging in various applications and can be efficiently solved via the alternating direction method of…

Information Theory · Computer Science 2022-08-25 Huiyue Yi , Yan Xu , Wuxiong Zhang , Hui Xu

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

A new reweighted l1-norm penalized least mean square (LMS) algorithm for sparse channel estimation is proposed and studied in this paper. Since standard LMS algorithm does not take into account the sparsity information about the channel…

Information Theory · Computer Science 2014-05-09 Omid Taheri , Sergiy A. Vorobyov

For identifying the non-Gaussian impulsive noise systems, normalized LMP (NLMP) has been proposed to combat impulsive-inducing instability. However, the standard algorithm is without considering the inherent sparse structure distribution of…

Information Theory · Computer Science 2015-03-04 Wentao Ma , Hua Qu , Jihong Zhao , Badong Chen , Guan Gui

We propose a sparse regularization model for inversion of incomplete Fourier transforms and apply it to seismic wavefield modeling. The objective function of the proposed model employs the Moreau envelope of the $\ell_0$ norm under a tight…

Numerical Analysis · Mathematics 2022-06-13 Tingting Wu , Yuesheng Xu

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

An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for…

Optimization and Control · Mathematics 2021-05-31 Xiaojun Chen , Philippe Toint , Hong Wang