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Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. In this paper, we study the stochastic collocation methods that can be combined with reduced basis…

Numerical Analysis · Mathematics 2022-04-19 Heyrim Cho , Howard C. Elman

Inverse problems consist of recovering a signal from a collection of noisy measurements. These are typically cast as optimization problems, with classic approaches using a data fidelity term and an analytic regularizer that stabilizes…

Machine Learning · Computer Science 2021-04-15 Howard Heaton , Samy Wu Fung , Alex Tong Lin , Stanley Osher , Wotao Yin

Joint ptycho-tomography is a powerful computational imaging framework to recover the refractive properties of a 3D object while relaxing the requirements for probe overlap that is common in conventional phase retrieval. We use an augmented…

Image and Video Processing · Electrical Eng. & Systems 2021-08-30 Selin Aslan , Zhengchun Liu , Viktor Nikitin , Tekin Bicer , Sven Leyffer , Doga Gursoy

It is well-known that stochastic gradient noise (SGN) acts as implicit regularization for deep learning and is essentially important for both optimization and generalization of deep networks. Some works attempted to artificially simulate…

Machine Learning · Computer Science 2022-08-31 Zeke Xie , Li Yuan , Zhanxing Zhu , Masashi Sugiyama

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

Graphics · Computer Science 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

Post-stack seismic inversion is a widely used technique to retrieve high-resolution acoustic impedance models from migrated seismic data. Its modelling operator assumes that a migrated seismic data can be generated from the convolution of a…

Geophysics · Physics 2024-01-02 Nick Luiken , Juan Romero , Miguel Corrales , Matteo Ravasi

This paper presents a novel deformable registration framework, leveraging an image prior specified through a denoising function, for severely noise-corrupted placental images. Recent work on plug-and-play (PnP) priors has shown the…

Image and Video Processing · Electrical Eng. & Systems 2019-09-04 Jiarui Xing , Ulugbek Kamilov , Wenjie Wu , Yong Wang , Miaomiao Zhang

In this paper we consider a linear system represented by a coupling graph between subsystems and propose a distributed control scheme capable to guarantee asymptotic stability and satisfaction of constraints on system inputs and states.…

Systems and Control · Computer Science 2013-12-23 Stefano Riverso , Marcello Farina , Giancarlo Ferrari-Trecate

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…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Qingchao Zhang , Xiaojing Ye , Hongcheng Liu , Yunmei Chen

We further develop a new framework, called PDE Acceleration, by applying it to calculus of variations problems defined for general functions on $\mathbb{R}^n$, obtaining efficient numerical algorithms to solve the resulting class of…

Numerical Analysis · Computer Science 2018-10-02 Minas Benyamin , Jeff Calder , Ganesh Sundaramoorthi , Anthony Yezzi

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

In this paper, we propose an audio declipping method that takes advantages of both sparse optimization and deep learning. Since sparsity-based audio declipping methods have been developed upon constrained optimization, they are adjustable…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-17 Tomoro Tanaka , Kohei Yatabe , Masahiro Yasuda , Yasuhiro Oikawa

State-of-the-art algorithms for imaging inverse problems (namely deblurring and reconstruction) are typically iterative, involving a denoising operation as one of its steps. Using a state-of-the-art denoising method in this context is not…

Computer Vision and Pattern Recognition · Computer Science 2016-08-03 Afonso M. Teodoro , José M. Bioucas-Dias , Mário A. T. Figueiredo

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan
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