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The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…

Optimization and Control · Mathematics 2026-05-26 Bogdan K. Jastrzębski , Radosław Pytlak

High-dimensional sparse modeling with censored survival data is of great practical importance, as exemplified by modern applications in high-throughput genomic data analysis and credit risk analysis. In this article, we propose a class of…

Methodology · Statistics 2014-03-19 Wei Lin , Jinchi Lv

Sparsification of neural networks is one of the effective complexity reduction methods to improve efficiency and generalizability. We consider the problem of learning a one hidden layer convolutional neural network with ReLU activation…

Optimization and Control · Mathematics 2020-02-26 Thu Dinh , Jack Xin

The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…

Optimization and Control · Mathematics 2021-07-13 James V. Burke , Qiuying Lin

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

We suggest an adaptive version of a partial linearization method for composite optimization problems. The goal function is the sum of a smooth function and a non necessary smooth convex separable function, whereas the feasible set is the…

Optimization and Control · Mathematics 2016-05-26 I. V. Konnov

We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…

Machine Learning · Computer Science 2025-04-11 Kai-Chia Mo , Shai Shalev-Shwartz , Nisæl Shártov

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…

Statistics Theory · Mathematics 2009-09-03 Jinchi Lv , Yingying Fan

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Machine Learning · Computer Science 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou

We consider general nonlinear programming problems with cardinality constraints. By relaxing the binary variables which appear in the natural mixed-integer programming formulation, we obtain an almost equivalent nonlinear programming…

Optimization and Control · Mathematics 2017-04-03 Martin Branda , Max Bucher , Michal Červinka , Alexandra Schwartz

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…

Optimization and Control · Mathematics 2017-04-13 Ankit Parekh , Ivan W. Selesnick

We address the problem of general supervised learning when data can only be accessed through an (indefinite) similarity function between data points. Existing work on learning with indefinite kernels has concentrated solely on…

Machine Learning · Computer Science 2012-10-23 Purushottam Kar , Prateek Jain

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Compression of convolutional neural network models has recently been dominated by pruning approaches. A class of previous works focuses solely on pruning the unimportant filters to achieve network compression. Another important direction is…

Computer Vision and Pattern Recognition · Computer Science 2022-10-17 Tariq M. Khan , Syed S. Naqvi , Antonio Robles-Kelly , Erik Meijering

Overparameterization and overfitting are common concerns when designing and training deep neural networks, that are often counteracted by pruning and regularization strategies. However, these strategies remain secondary to most learning…

Machine Learning · Computer Science 2020-09-01 Malena Reiners , Kathrin Klamroth , Michael Stiglmayr

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…

Optimization and Control · Mathematics 2023-12-05 Vladimir Norkin
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