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In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…
Removing stripe noise, i.e., destriping, from remote sensing images is an essential task in terms of visual quality and subsequent processing. Most existing destriping methods are designed by combining a particular image regularization with…
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…
Classical analysis of convex and non-convex optimization methods often requires the Lipshitzness of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…
Image smoothing is a fundamental image processing operation that preserves the underlying structure, such as strong edges and contours, and removes minor details and textures in an image. Many image smoothing algorithms rely on computing…
Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…
We propose a variable smoothing algorithm for solving nonconvexly constrained nonsmooth optimization problems. The target problem has two issues that need to be addressed: (i) the nonconvex constraint and (ii) the nonsmooth term. To handle…
The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…
An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable-metric in that, in each iteration, a step is computed using a symmetric positive definite matrix whose value is updated as in a quasi-Newton…
We study minimization of a structured objective function, being the sum of a smooth function and a composition of a weakly convex function with a linear operator. Applications include image reconstruction problems with regularizers that…
We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…
We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…