Related papers: Scalable Incremental Nonconvex Optimization Approa…

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

We propose QPALM, a nonconvex quadratic programming (QP) solver based on the proximal augmented Lagrangian method. This method solves a sequence of inner subproblems which can be enforced to be strongly convex and which therefore admit a…

This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…

This paper considers a networked system with a finite number of users and supposes that each user tries to minimize its own private objective function over its own private constraint set. It is assumed that each user's constraint set can be…

This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar with…

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…

Quasiperiodic systems, related to irrational numbers, are space-filling structures without decay nor translation invariance. How to accurately recover these systems, especially for non-smooth cases, presents a big challenge in numerical…

In this paper, we introduce a class of nonsmooth nonconvex least square optimization problem using convex analysis tools and we propose to use the iterative minimization-majorization (MM) algorithm on a convex set with initializer away from…

We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…

Phase retrieval deals with the recovery of complex- or real-valued signals from magnitude measurements. As shown recently, the method PhaseMax enables phase retrieval via convex optimization and without lifting the problem to a higher…

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop…

We study the phase retrieval problem, which solves quadratic system of equations, i.e., recovers a vector $\boldsymbol{x}\in \mathbb{R}^n$ from its magnitude measurements $y_i=|\langle \boldsymbol{a}_i, \boldsymbol{x}\rangle|, i=1,..., m$.…

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

In this letter, we address sparse signal recovery using spike and slab priors. In particular, we focus on a Bayesian framework where sparsity is enforced on reconstruction coefficients via probabilistic priors. The optimization resulting…

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

In the paper we propose an accelerated directional search method with non-euclidian prox-structure. We consider convex unconstraint optimization problem in $\mathbb{R}^n$. For simplicity we start from the zero point. We expect in advance…

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…