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The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Anders Rantzer , Pontus Giselsson

We consider regularization of non-convex optimization problems involving a non-linear least-squares objective. By adding an auxiliary set of variables, we introduce a novel regularization framework whose corresponding objective function is…

Optimization and Control · Mathematics 2021-11-23 Rixon Crane , Fred Roosta

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…

Optimization and Control · Mathematics 2014-07-21 Andrei Patrascu , Ion Necoara

We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…

Optimization and Control · Mathematics 2019-05-02 Meixia Lin , Yong-Jin Liu , Defeng Sun , Kim-Chuan Toh

Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation…

Computer Vision and Pattern Recognition · Computer Science 2015-11-02 Zhao Kang , Chong Peng , Qiang Cheng

The most widely used form of convolutional sparse coding uses an $\ell_1$ regularization term. While this approach has been successful in a variety of applications, a limitation of the $\ell_1$ penalty is that it is homogeneous across the…

Computer Vision and Pattern Recognition · Computer Science 2017-11-09 Brendt Wohlberg

Low-rank structures play important role in recent advances of many problems in image science and data science. As a natural extension of low-rank structures for data with nonlinear structures, the concept of the low-dimensional manifold…

Computer Vision and Pattern Recognition · Computer Science 2017-02-10 Rongjie Lai , Jia Li

This paper develops a new class of nonconvex regularizers for low-rank matrix recovery. Many regularizers are motivated as convex relaxations of the matrix rank function. Our new factor group-sparse regularizers are motivated as a…

Machine Learning · Computer Science 2019-11-19 Jicong Fan , Lijun Ding , Yudong Chen , Madeleine Udell

We propose a symmetric low-rank representation (SLRR) method for subspace clustering, which assumes that a data set is approximately drawn from the union of multiple subspaces. The proposed technique can reveal the membership of multiple…

Computer Vision and Pattern Recognition · Computer Science 2015-11-24 Jie Chen , Haixian Zhang , Hua Mao , Yongsheng Sang , Zhang Yi

This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

Sparse optimization has seen its advances in recent decades. For scenarios where the true sparsity is unknown, regularization turns out to be a promising solution. Two popular non-convex regularizations are the so-called $L_0$ norm and…

Optimization and Control · Mathematics 2024-07-08 Shenglong Zhou , Xianchao Xiu , Yingnan Wang , Dingtao Peng

Sparse subspace clustering (SSC) relies on sparse regression for accurate neighbor identification. Inspired by recent progress in compressive sensing, this paper proposes a new sparse regression scheme for SSC via two-step reweighted…

Information Theory · Computer Science 2019-07-18 Jwo-Yuh Wu , Liang-Chi Huang , Ming-Hsun Yang , Chun-Hung Liu

The sparse linear reconstruction problem is a core problem in signal processing which aims to recover sparse solutions to linear systems. The original problem regularized by the total number of nonzero components (also known as $L_0$…

Optimization and Control · Mathematics 2025-11-19 Yuyuan Ouyang , Kyle Yates

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…

Optimization and Control · Mathematics 2024-06-27 Hao Wang , Ye Wang , Xiangyu Yang

Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…

Computer Vision and Pattern Recognition · Computer Science 2025-12-25 Zhijie Wang , Liangtian He , Qinghua Zhang , Jifei Miao , Liang-Jian Deng , Jun Liu