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We study the problem of estimating the convex hull of the image $f(X)\subset\mathbb{R}^n$ of a compact set $X\subset\mathbb{R}^m$ with smooth boundary through a smooth function $f:\mathbb{R}^m\to\mathbb{R}^n$. Assuming that $f$ is a…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
In machine learning and neural network optimization, algorithms like incremental gradient, and shuffle SGD are popular due to minimizing the number of cache misses and good practical convergence behavior. However, their optimization…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
We propose a new primal-dual homotopy smoothing algorithm for a linearly constrained convex program, where neither the primal nor the dual function has to be smooth or strongly convex. The best known iteration complexity solving such a…
This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…
Conventional model-based image denoising optimizations employ convex regularization terms, such as total variation (TV) that convexifies the $\ell_0$-norm to promote sparse signal representation. Instead, we propose a new non-convex total…
In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…
In this paper, we present a generic framework that allows accelerating almost arbitrary non-accelerated deterministic and randomized algorithms for smooth convex optimization problems. The main approach of our envelope is the same as in…
Image smoothing is a fundamental task in computer vision, that aims to retain salient structures and remove insignificant textures. In this paper, we aim to address the fundamental shortcomings of existing image smoothing methods, which…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…
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.…
Discontinuity preserving smoothing is a fundamentally important procedure that is useful in a wide variety of image processing contexts. It is directly useful for noise reduction, and frequently used as an intermediate step in higher level…
Image structure-texture decomposition is a long-standing and fundamental problem in both image processing and computer vision fields. In this paper, we propose a generalized semi-sparse regularization framework for image structural analysis…
Motivated by variational models in continuum mechanics, we introduce a novel algorithm to perform nonsmooth and nonconvex minimizations with linear constraints in Euclidean spaces. We show how this algorithm is actually a natural…
We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…
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,…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…