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While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…
This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…
Synchronization over the special Euclidean group SE(3) aims to recover absolute poses from noisy pairwise relative transformations and is a core primitive in robotics and 3D vision. Standard approaches often require multi-step heuristic…
In this article we study the problem of signal recovery for group models. More precisely for a given set of groups, each containing a small subset of indices, and for given linear sketches of the true signal vector which is known to be…
Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…
In this paper we theoretically study exact recovery of sparse vectors from compressed measurements by minimizing a general nonconvex function that can be decomposed into the sum of single variable functions belonging to a class of smooth…
Low-rank gradient compression methods, such as PowerSGD, have gained attention in communication-efficient distributed optimization. However, the convergence guarantees of PowerSGD remain unclear, particularly in stochastic settings. In this…
We study nonconvex stochastic optimization under the Blum-Gladyshev ($\mathsf{BG}$-0) noise model, where the stochastic gradient variance grows quadratically with the distance from the initialization. We consider this problem under both…
Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…
Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable"…
We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…
A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…
Optimal power flow (OPF) is a key problem in power system operations. OPF problems that use the nonlinear AC power flow equations to accurately model the network physics have inherent challenges associated with non-convexity. To address…
This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…
In this paper, we consider the optimal power flow (OPF) problem which consists in determining the power production at each bus of an electric network by minimizing the production cost. Our contribution is an exact solution algorithm for the…