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This paper is concerned with convergence analysis for the mirror descent (MD) method, a well-known algorithm in convex optimization. An analysis framework via integral quadratic constraints (IQCs) is constructed to analyze the convergence…
Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…
Ill-posed inverse problems are fundamental in many domains, ranging from astrophysics to medical imaging. Emerging diffusion models provide a powerful prior for solving these problems. Existing maximum-a-posteriori (MAP) or posterior…
The convex feasibility problem (CFP) is at the core of the modeling of many problems in various areas of science. Subgradient projection methods are important tools for solving the CFP because they enable the use of subgradient calculations…
In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…
We consider the co-design problem of sparse output feedback and row/column-sparse output matrix. A row-sparse (resp. column-sparse) output matrix implies a small number of outputs (resp. sensor measurements). We impose…
A Rotating Modulator (RM) is one of a class of techniques for indirect imaging of an object scene by modulation and detection of incident photons. Comparison of the RM to more common imaging techniques, the Rotating Modulation Collimator…
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…
We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We…
Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…
We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…
We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…
This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…
Uniform Manifold Approximation and Projection (UMAP) is a widely used manifold learning technique for dimensionality reduction. This paper studies UMAP, supervised UMAP, and several competing dimensionality reduction methods, including…
In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…
In this paper, we study the rate of convergence of the cyclic projection algorithm applied to finitely many basic semi-algebraic convex sets. We establish an explicit convergence rate estimate which relies on the maximum degree of the…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconvex-nonconcave, but the existing theory is unable to identify…
The method of alternating projections involves orthogonally projecting an element of a Hilbert space onto a collection of closed subspaces. It is known that the resulting sequence always converges in norm if the projections are taken…
The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…