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Augmented Lagrangian method (also called as method of multipliers) is an important and powerful optimization method for lots of smooth or nonsmooth variational problems in modern signal processing, imaging, optimal control and so on.…

Optimization and Control · Mathematics 2021-08-31 Hongpeng Sun

We develop a lensless compressive imaging architecture, which consists of an aperture assembly and a single sensor, without using any lens. An anytime algorithm is proposed to reconstruct images from the compressive measurements; the…

Computer Vision and Pattern Recognition · Computer Science 2015-08-17 Xin Yuan , Hong Jiang , Gang Huang , Paul Wilford

This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

Optimization and Control · Mathematics 2024-08-28 Wenqiang Pu , Kaizhao Sun , Jiawei Zhang

We introduce variable projected augmented Lagrangian (VPAL) methods for solving generalized nonlinear Lasso problems with improved speed and accuracy. By eliminating the nonsmooth variable via soft-thresholding, VPAL transforms the problem…

Optimization and Control · Mathematics 2025-10-29 Stefano Aleotti , Davide Bianchi , Florian Bossmann , Riley Yizhou Chen , Matthias Chung

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

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

Random and structured noise both affect seismic data, hiding the reflections of interest (primaries) that carry meaningful geophysical interpretation. When the structured noise is composed of multiple reflections, its adaptive cancellation…

Geophysics · Physics 2014-06-19 Mai Quyen Pham , Caroline Chaux , Laurent Duval , Jean-Christophe Pesquet

We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…

Optimization and Control · Mathematics 2020-03-25 Bo Wei , William B. Haskell , Sixiang Zhao

A two-dimensional tomographic problem is studied. The target is assumed to be a homogeneous object bounded by a smooth curve. A Non Uniform Rational Basis Splines (NURBS) curve is used as computational representation of the boundary. This…

Numerical Analysis · Mathematics 2017-08-08 Heikki Haario , Aki Kallonen , Marko Laine , Esa Niemi , Zenith Purisha , Samuli Siltanen

This work aims at recovering signals that are sparse on graphs. Compressed sensing offers techniques for signal recovery from a few linear measurements and graph Fourier analysis provides a signal representation on graph. In this paper, we…

Machine Learning · Computer Science 2015-06-22 Xavier Bresson , Thomas Laurent , James von Brecht

We consider the problem of reconstructing binary images from their horizontal and vertical projections. For any reconstruction we define the length of the boundary of the image. In this paper we assume that the projections are monotone, and…

Combinatorics · Mathematics 2010-11-25 Birgit van Dalen

We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…

Machine Learning · Computer Science 2020-12-01 Nisan Chiprut , Amir Globerson , Ami Wiesel

We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…

Statistics Theory · Mathematics 2009-06-22 Bernd Sturmfels , Caroline Uhler

For solving linear inverse problems, particularly of the type that appears in tomographic imaging and compressive sensing, this paper develops two new approaches. The first approach is an iterative algorithm that minimizes a regularized…

Signal Processing · Electrical Eng. & Systems 2023-11-30 Carter Lyons , Raghu G. Raj , Margaret Cheney

Magnetic Resonance Imaging (MRI) is a powerful technique employed for non-invasive in vivo visualization of internal structures. Sparsity is often deployed to accelerate the signal acquisition or overcome the presence of motion artifacts,…

Image and Video Processing · Electrical Eng. & Systems 2025-05-27 Gianluca Giacchi , Isidoros Iakovidis , Bastien Milani , Micah Murray , Benedetta Franceschiello

We consider several basic questions pertaining to the geometry of image of a general quadratic map. In general the image of a quadratic map is non-convex, although there are several known classes of quadratic maps when the image is convex.…

Optimization and Control · Mathematics 2018-10-03 Anatoly Dymarsky , Elena Gryazina , Sergei Volodin , Boris Polyak

In high-dimensional statistical inference in which the number of parameters to be estimated is larger than that of the holding data, regularized linear estimation techniques are widely used. These techniques have, however, some drawbacks.…

Methodology · Statistics 2025-08-06 Takashi Takahashi , Yoshiyuki Kabashima

In this paper, we study the issue of estimating a structured signal $x_0 \in \mathbb{R}^n$ from non-linear and noisy Gaussian observations. Supposing that $x_0$ is contained in a certain convex subset $K \subset \mathbb{R}^n$, we prove that…

Statistics Theory · Mathematics 2017-02-21 Martin Genzel

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

Optimization and Control · Mathematics 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

This paper presents a novel approach for denoising binary images using simulated annealing (SA), a global optimization technique that addresses the inherent challenges of non convex energy functions. Binary images are often corrupted by…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Milind Cherukuri
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