Related papers: Relax-and-split method for nonsmooth nonconvex pro…

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

The Max-k-Cut problem is a fundamental combinatorial optimization challenge that generalizes the classic NP-complete Max-Cut problem. While relaxation techniques are commonly employed to tackle Max-k-Cut, they often lack guarantees of…

Coordinate-type subgradient methods for addressing nonsmooth optimization problems are relatively underexplored due to the set-valued nature of the subdifferential. In this work, our study focuses on nonsmooth composite optimization…

Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications,…

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class…

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group sparsity, low-rank and sharp edges. It is also the basis for…

In this paper, we introduce a simple methodology to leverage strong convexity and smoothness in order to obtain an optimal linear convergence rate for the Peaceman--Rachford splitting (PRS) scheme applied to optimization problems involving…

Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…

We study the problem of robust matrix completion (RMC), where the partially observed entries of an underlying low-rank matrix is corrupted by sparse noise. Existing analysis of the non-convex methods for this problem either requires the…

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

We study the robust matrix completion (RMC) problem subject to both sparse outliers and stochastic noise. A non-convex method termed Accelerated Robust Matrix Completion (ARMC) is proposed, which accelerates a prior non-convex approach by…

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…

We present a novel method for global motion planning of robotic systems that interact with the environment through contacts. Our method directly handles the hybrid nature of such tasks using tools from convex optimization. We formulate the…

An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…

This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear…