Related papers: Faster FISTA
The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…
We propose a novel quasi-Newton method for solving the sparse inverse covariance estimation problem also known as the graphical least absolute shrinkage and selection operator (GLASSO). This problem is often solved using a second-order…
Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…
In this paper, we consider a class of Forward--Backward (FB) splitting methods that includes several variants (e.g. inertial schemes, FISTA) for minimizing the sum of two proper convex and lower semi-continuous functions, one of which has a…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
In this paper, we present a heuristic adaptive fast gradient method. We show that in practice our method has a better convergence rate than popular today optimization methods. Moreover, we justify our method and point out some problems that…
In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…
Management of disk scheduling is a very important aspect of operating system. Performance of the disk scheduling completely depends on how efficient is the scheduling algorithm to allocate services to the request in a better manner. Many…
Online algorithm selection (OAS) aims to adapt the optimization process to changes in the fitness landscape and is expected to outperform any single algorithm from a given portfolio. Although this expectation is supported by numerous…
We develop a new algorithm for fitting circles that does not have drawbacks commonly found in existing circle fits. Our fit achieves ultimate accuracy (to machine precision), avoids divergence, and is numerically stable even when fitting…
We study $\ell^1$ regularized least squares optimization problem in a separable Hilbert space. We show that the iterative soft-thresholding algorithm (ISTA) converges linearly, without making any assumption on the linear operator into play…
The problem of phase retrieval (PR) involves recovering an unknown image from limited amplitude measurement data and is a challenge nonlinear inverse problem in computational imaging and image processing. However, many of the PR methods are…
In this overview article we will consider the deliberate restarting of algorithms, a meta technique, in order to improve the algorithm's performance, e.g., convergence rates or approximation guarantees. One of the major advantages is that…
The boom of non-uniform sampling and compressed sensing techniques dramatically alleviates the lengthy data acquisition problem of magnetic resonance imaging. Sparse reconstruction, thanks to its fast computation and promising performance,…
In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…
Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…
This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…
The plug-and-play priors (PnP) framework has been recently shown to achieve state-of-the-art results in regularized image reconstruction by leveraging a sophisticated denoiser within an iterative algorithm. In this paper, we propose a new…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…