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Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

Phase retrieval is the numerical procedure of recovering a complex-valued signal from knowledge about its amplitude and some additional information. Here, an indirect registration procedure, based on the large deformation diffeomorphic…

Image and Video Processing · Electrical Eng. & Systems 2023-06-29 Erik Malm

Optimized Pulse Patterns (OPPs) are gaining increasing popularity in the power electronics community over the well-studied pulse width modulation due to their inherent ability to provide the switching instances that optimize current…

Optimization and Control · Mathematics 2020-10-29 Lukas Wachter , Orcun Karaca , Georgios Darivianakis , Themistoklis Charalambous

This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…

Optimization and Control · Mathematics 2025-12-15 Lijun Xie , Ran Gu , Xin Liu

We describe general heuristics to approximately solve a wide variety of problems with convex objective and decision variables from a nonconvex set. The heuristics, which employ convex relaxations, convex restrictions, local neighbor search…

Optimization and Control · Mathematics 2016-01-28 Steven Diamond , Reza Takapoui , Stephen Boyd

Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we…

Information Theory · Computer Science 2016-09-28 Reinhard Heckel , Mahdi Soltanolkotabi

In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…

Optimization and Control · Mathematics 2019-11-12 Aviv Gibali , Karl-Heinz Küfer , Daniel Reem , Philipp Süss

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and…

Machine Learning · Statistics 2018-07-03 Christopher A. Metzler , Philip Schniter , Ashok Veeraraghavan , Richard G. Baraniuk

This paper considers the phase retrieval problem in which measurements consist of only the magnitude of several linear measurements of the unknown, e.g., spectral components of a time sequence. We develop low-complexity algorithms with…

Information Theory · Computer Science 2016-08-24 Tianyu Qiu , Prabhu Babu , Daniel P. Palomar

In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…

Information Theory · Computer Science 2025-04-03 Bing Gao

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

In this paper, we report the development of the generalized proximal smoothing (GPS) algorithm for phase retrieval of noisy data. GPS is a optimization-based algorithm, in which we relax both the Fourier magnitudes and object constraints.…

Optimization and Control · Mathematics 2019-02-20 Minh Pham , Penghang Yin , Arjun Rana , Stanley Osher , Jiawei Miao

Phase retrieval (PR) is an important component in modern computational imaging systems. Many algorithms have been developed over the past half-century. Recent advances in deep learning have introduced new possibilities for a robust and fast…

Machine Learning · Computer Science 2021-11-10 Chang-Jen Wang , Chao-Kai Wen , Shang-Ho , Tsai , Shi Jin , Geoffrey Ye Li

The problem of phase retrieval has been intriguing researchers for decades due to its appearance in a wide range of applications. The task of a phase retrieval algorithm is typically to recover a signal from linear phase-less measurements.…

Signal Processing · Electrical Eng. & Systems 2020-03-11 Naveed Naimipour , Shahin Khobahi , Mojtaba Soltanalian

We estimate $n$ phases (angles) from noisy pairwise relative phase measurements. The task is modeled as a nonconvex least-squares optimization problem. It was recently shown that this problem can be solved in polynomial time via convex…

Optimization and Control · Mathematics 2018-04-10 Nicolas Boumal

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou