Related papers: A difference-of-convex approach for split feasibil…
Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…
In this work, we study resolvent splitting algorithms for solving composite monotone inclusion problems. The objective of these general problems is finding a zero in the sum of maximally monotone operators composed with linear operators.…
The C-Planarity problem asks for a drawing of a $\textit{clustered graph}$, i.e., a graph whose vertices belong to properly nested clusters, in which each cluster is represented by a simple closed region with no edge-edge crossings, no…
Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…
Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…
We propose a novel method to optimize the structure of factor graphs for graph-based inference. As an example inference task, we consider symbol detection on linear inter-symbol interference channels. The factor graph framework has the…
In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…
Finding an informative subset of a large collection of data points or models is at the center of many problems in computer vision, recommender systems, bio/health informatics as well as image and natural language processing. Given pairwise…
We propose a novel methodology for feature screening in clustering massive datasets, in which both the number of features and the number of observations can potentially be very large. Taking advantage of a fusion penalization based convex…
Many problems in robotics involve both continuous and discrete components, and modeling them together for estimation tasks has been a long standing and difficult problem. Hybrid Factor Graphs give us a mathematical framework to model these…
This paper considers the optimization problem in the form of $\min_{X \in \mathcal{F}_v} f(x) + \lambda \|X\|_1,$ where $f$ is smooth, $\mathcal{F}_v = \{X \in \mathbb{R}^{n \times q} : X^T X = I_q, v \in \mathrm{span}(X)\}$, and $v$ is a…
In this paper, we discuss an efficient algorithm for computing the growth distance between two compact convex sets with representable support functions. The growth distance between two sets is the minimum scaling factor such that the sets…
Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…
We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…
For the degree corrected stochastic block model in the presence of arbitrary or even adversarial outliers, we develop a convex-optimization-based clustering algorithm that includes a penalization term depending on the positive deviation of…
Clustering, like covariate selection for classification, is an important step to compress and interpret the data. However, clustering of covariates is often performed independently of the classification step, which can lead to undesirable…
We consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators,…
In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…
The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of…