Related papers: An Efficient Augmented Lagrangian Method with Semi…
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.…
Various problems in computer vision and medical imaging can be cast as inverse problems. A frequent method for solving inverse problems is the variational approach, which amounts to minimizing an energy composed of a data fidelity term and…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
We extend a recently introduced deep unrolling framework for learning spatially varying regularisation parameters in inverse imaging problems to the case of Total Generalised Variation (TGV). The framework combines a deep convolutional…
The total generalized variation (TGV) is a popular regularizer in inverse problems and imaging combining discontinuous solutions and higher order smoothing. In particular, empirical observations suggest that its order two version strongly…
Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…
This paper is concerned with a partially linear semiparametric regression model containing an unknown regression coefficient, an unknown nonparametric function, and an unobservable Gaussian distributed random error. We focus on the case of…
In this paper, we present an efficient semismooth Newton method, named SSNCP, for solving a class of semidefinite programming problems. Our approach is rooted in an equivalent semismooth system derived from the saddle point problem induced…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
Square-root Lasso problems are proven robust regression problems. Furthermore, square-root regression problems with structured sparsity also plays an important role in statistics and machine learning. In this paper, we focus on the…
In this paper, we employ the concept of quasi-relative interior to analyze the method of Lagrange multipliers and establish strong Lagrangian duality for nonsmooth convex optimization problems in Hilbert spaces. Then, we generalize the…
Lagrangian-based methods are classical methods for solving convex optimization problems with equality constraints. We present novel prediction-correction frameworks for such methods and their variants, which can achieve $O(1/k)$ non-ergodic…
This paper proposes a new algorithm that solves non-convex optimal control problems with a theoretical guarantee for global convergence to a feasible local solution of the original problem. The proposed algorithm extends the recently…
The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of nonlinear and nonsmooth partial…
We consider the minimization of a sum of a smooth function with a nonsmooth composite function, where the composition is applied on a random linear mapping. This random composite model encompasses many problems, and can especially capture…
This work proposes the variable exponent Lebesgue modular as a replacement for the 1-norm in total variation (TV) regularization. It allows the exponent to vary with spatial location and thus enables users to locally select whether to…
Lagrangian decomposition (LD) is a relaxation method that provides a dual bound for constrained optimization problems by decomposing them into more manageable sub-problems. This bound can be used in branch-and-bound algorithms to prune the…
In this paper we present a methodology that allows the efficient computation of the topological derivative for semilinear elliptic problems within the averaged adjoint Lagrangian framework. The generality of our approach should also allow…
Even after over two decades, the total variation (TV) remains one of the most popular regularizations for image processing problems and has sparked a tremendous amount of research, particularly to move from scalar to vector-valued…
We are concerned with a class of nonconvex and nonsmooth composite optimization problems, comprising a twice differentiable function and a prox-regular function. We establish a sufficient condition for the proximal mapping of a prox-regular…