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In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…

Numerical Analysis · Mathematics 2021-06-04 Zhiyong Zhou

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

Optimization and Control · Mathematics 2018-01-10 Jérôme Bolte , Shoham Sabach , Marc Teboulle

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

We introduce a method to design lightweight shell objects that are structurally robust under the external forces they may experience during use. Given an input 3D model and a general description of the external forces, our algorithm…

Computational Geometry · Computer Science 2019-06-26 Erva Ulu , James McCann , Levent Burak Kara

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

So-called sparse estimators arise in the context of model fitting, when one a priori assumes that only a few (unknown) model parameters deviate from zero. Sparsity constraints can be useful when the estimation problem is under-determined,…

Machine Learning · Statistics 2017-03-22 Jean Daunizeau

An algorithm is devised for solving minimization problems with equality constraints. The algorithm uses first-order derivatives of both the objective function and the constraints. The step is computed as a sum between a steepest-descent…

Numerical Analysis · Mathematics 2017-11-15 Cristian Barbarosie , Sérgio Lopes , Anca-Maria Toader

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

We develop an optimization-based approach to the problem of reconstructing temperature-dependent material properties in complex thermo-fluid systems described by the equations for the conservation of mass, momentum and energy. Our goal is…

Fluid Dynamics · Physics 2013-04-11 Vladislav Bukshtynov , Bartosz Protas

This work addresses the imposition of outflow boundary conditions for one-dimensional conservation laws. While a highly accurate numerical solution can be obtained in the interior of the domain, boundary discretization can lead to…

Numerical Analysis · Mathematics 2025-12-09 Carlos Muñoz-Moncayo

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

This paper presents a Lagrangian approach to simulating multibody dynamics in a tensegrity framework with an ability to tackle holonomic constraint violations in an energy-preserving scheme. Governing equations are described using…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Shao-Chen Hsu , Vaishnav Tadiparthi , Raktim Bhattacharya

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank…

Machine Learning · Statistics 2013-01-18 Clemens Hage , Martin Kleinsteuber

We propose a new approach in Lagrangian formalism for studying the fluid dynamics on noncommutative space. Starting with the Poisson bracket for single particle, a map from canonical Lagrangian variables to Eulerian variables is constructed…

High Energy Physics - Theory · Physics 2018-02-20 Kai Ma

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa