Related papers: Safe Feature Elimination for Non-Negativity Constr…
In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an…
Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a…
In this paper, we consider non-convex optimization problems under \textit{unknown} yet safety-critical constraints. Such problems naturally arise in a variety of domains including robotics, manufacturing, and medical procedures, where it is…
This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…
We propose some algorithms to find local minima in nonconvex optimization and to obtain global minima in some degree from the Newton Second Law without friction. With the key observation of the velocity observable and controllable in the…
We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…
We study supervised classification for datasets with a very large number of input variables. The na\"ive Bayes classifier is attractive for its simplicity, scalability and effectiveness in many real data applications. When the strong…
We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…
In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…
In the paper, we develop a composite version of Mirror Prox algorithm for solving convex-concave saddle point problems and monotone variational inequalities of special structure, allowing to cover saddle point/variational analogies of what…
In recent years, the nuclear norm minimization (NNM) problem has been attracting much attention in computer vision and machine learning. The NNM problem is capitalized on its convexity and it can be solved efficiently. The standard nuclear…
This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…
A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…
We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We…
We introduce an optimal and nearly parameter-free algorithm for minimizing piecewise smooth (PWS) convex functions under the quadratic growth (QG) condition, where the locations and structure of the smooth regions are entirely…
This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…
Feature selection methods are widely used in order to solve the 'curse of dimensionality' problem. Many proposed feature selection frameworks, treat all data points equally; neglecting their different representation power and importance. In…
The downward continuation of potential fields from the Earth's surface into the subsurface is a critical task in gravity exploration, as it helps to identify the sources of gravity anomalies. This problem is often addressed by solving a…
This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…
Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such that the problem becomes solvable? In this paper, we address…