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Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
The comparison of protein structures is a fundamental task in computational biology, crucial for understanding protein function, evolution, and for drug design. While analytical methods like the Kabsch algorithm provide an exact,…
In exploratory factor analysis, rotation techniques are employed to derive interpretable factor loading matrices. Factor rotations deal with equality-constrained optimization problems aimed at determining a loading matrix based on measure…
We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…
In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…
We make a full landscape analysis of the (generally non-convex) orthogonal Procrustes problem. This problem is equivalent to computing the polar factor of a square matrix. We reveal a convexity-like structure, which explains the already…
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…
We study the two-dimensional (geometric) knapsack problem with rotations (2DKR), in which we are given a square knapsack and a set of rectangles with associated profits. The objective is to find a maximum profit subset of rectangles that…
In this paper, we address the minimum-area rectangular and square annulus problem, which asks a rectangular or square annulus of minimum area, either in a fixed orientation or over all orientations, that encloses a set $P$ of $n$ input…
Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…
Outer approximation methods have long been employed to tackle a variety of optimization problems, including linear programming, in the 1960s, and continue to be effective for solving variational inequalities, general convex problems, as…
Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…
We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…
Motivated by a certain molecular reconstruction methodology in cryo-electron microscopy, we consider the problem of solving a linear system with two unknown orthogonal matrices, which is a generalization of the well-known orthogonal…
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…
We consider the minimization problem with the truncated quadratic regularization with gradient operator, which is a nonsmooth and nonconvex problem. We cooperated the classical preconditioned iterations for linear equations into the…
We introduce a new form of Lagrangian and propose a simple first-order algorithm for nonconvex optimization with nonlinear equality constraints. We show the algorithm generates bounded dual iterates, and establish the convergence to KKT…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…