Related papers: Alternating projections with applications to Gerch…
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…
We study the two-set feasibility problem of finding a point in the intersection $X\cap Y$ of closed convex sets in a Hilbert space. We propose a generalized composed alternating relaxed projection algorithm (gCARPA) that blends…
The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…
We investigate methods to calibrate the non-common path aberrations at an adaptive optics system having a wavefront-correcting device working at an extremely high resolution (larger than 150x150). We use focal-plane images collected…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…
We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
Alternating projections and their variants are classical tools for computing points in intersections of sets. Existing analyses for smooth manifolds mainly focus on local convergence rates under transversality or related regularity…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
The convergence of the generalized alternating projection (GAP) algorithm is studied in this paper to solve the compressive sensing problem $\yv = \Amat \xv + \epsilonv$. By assuming that $\Amat\Amat\ts$ is invertible, we prove that GAP…
We report on progress in algorithms for iterative phase retrieval. The theory of convex optimization is used to develop and to gain insight into counterparts for the nonconvex problem of phase retrieval. We propose a relaxation of averaged…
In this paper, we study the convergence of Alternating Projection (AP) algorithm for the matrix completion and compressed sensing problems. We also present computational evidence for the excellent performance of the algorithm. Also, in the…
The method of alternating projections is a classical tool to solve feasibility problems. Here we prove local convergence of alternating projections between subanalytic sets $A,B$ under a mild regularity hypothesis on one of the sets. We…
This work leverages tools from evolutionary game theory to solve unconstrained nonconvex optimization problems. Specifically, we lift such a problem to an optimization over probability measures, whose minimizers exactly correspond to the…
This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…
We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
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…