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This paper presents a new linear hyperspectral unmixing method of the minimum volume class, termed \emph{simplex identification via split augmented Lagrangian} (SISAL). Following Craig's seminal ideas, hyperspectral linear unmixing amounts…

Optimization and Control · Mathematics 2016-11-17 Jose Bioucas-Dias

We present a supervised hyperspectral image segmentation algorithm based on a convex formulation of a marginal maximum a posteriori segmentation with hidden fields and structure tensor regularization: Segmentation via the Constraint Split…

Computer Vision and Pattern Recognition · Computer Science 2015-04-28 Filipe Condessa , Jose Bioucas-Dias , Jelena Kovacevic

We propose a new splitting and successively solving augmented Lagrangian (SSAL) method for solving an optimization problem with both semicontinuous variables and a cardinality constraint. This optimization problem arises in several contexts…

Optimization and Control · Mathematics 2015-06-16 Yanqin Bai , Renli Liang , Zhouwang Yang

This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…

Optimization and Control · Mathematics 2024-04-01 Yu-Hong Dai , Jiani Wang , Liwei Zhang

In this paper, we consider a class of convex programming problems with linear equality constraints, which finds broad applications in machine learning and signal processing. We propose a new adaptive balanced augmented Lagrangian (ABAL)…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Jiageng Wu , Bo Jiang , Xinxin Li , Ya-Feng Liu , Jianhua Yuan

Recent developments in self-supervised learning (SSL) have made it possible to learn data representations without the need for annotations. Inspired by the non-contrastive SSL approach (SimSiam), we introduce a novel framework SIMSAM to…

Computer Vision and Pattern Recognition · Computer Science 2024-06-13 Chanda Grover Kamra , Indra Deep Mastan , Nitin Kumar , Debayan Gupta

This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…

Optimization and Control · Mathematics 2022-10-07 Arnesh Sujanani , Renato D. C. Monteiro

We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We…

Machine Learning · Statistics 2011-06-07 Ryota Tomioka , Taiji Suzuki , Masashi Sugiyama

We consider minimization of the sum of a large number of convex functions, and we propose an incremental aggregated version of the proximal algorithm, which bears similarity to the incremental aggregated gradient and subgradient methods…

Systems and Control · Computer Science 2015-11-05 Dimitri P. Bertsekas

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) methods, thus finding more and more applications in medical…

Computation · Statistics 2009-04-07 Marco Congedo , Dinh-Tuan Pham

Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…

Numerical Analysis · Mathematics 2024-04-24 N. Huang , Y. -H. Dai , D. Orban , M. A. Saunders

Hyperspectral remote sensing images (HSIs) are characterized by having a low spatial resolution and a high spectral resolution, whereas multispectral images (MSIs) are characterized by low spectral and high spatial resolutions. These…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Miguel Simões , José Bioucas-Dias , Luis B. Almeida , Jocelyn Chanussot

We introduce SPIRAL, a SuPerlinearly convergent Incremental pRoximal ALgorithm, for solving nonconvex regularized finite sum problems under a relative smoothness assumption. Each iteration of SPIRAL consists of an inner and an outer loop.…

Optimization and Control · Mathematics 2024-04-30 Pourya Behmandpoor , Puya Latafat , Andreas Themelis , Marc Moonen , Panagiotis Patrinos

This paper proposes and establishes the iteration-complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth nonconvex composite optimization problems. Each IPAAL iteration…

Optimization and Control · Mathematics 2020-06-16 Jefferson G. Melo , Renato D. C. Monteiro , Hairong Wang

LiDAR-based 3D panoptic segmentation often struggles with the inherent sparsity of data from LiDAR sensors, which makes it challenging to accurately recognize distant or small objects. Recently, a few studies have sought to overcome this…

Computer Vision and Pattern Recognition · Computer Science 2025-06-11 Yining Pan , Qiongjie Cui , Xulei Yang , Na Zhao

This study presents PRISM, a probabilistic simplex component analysis approach to identifying the vertices of a data-circumscribing simplex from data. The problem has a rich variety of applications, the most notable being hyperspectral…

Signal Processing · Electrical Eng. & Systems 2022-02-16 Ruiyuan Wu , Wing-Kin Ma , Yuening Li , Anthony Man-Cho So , Nicholas D. Sidiropoulos

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Optimization and Control · Mathematics 2025-10-07 Wenyou Guo , Ting Qu , Hainan Huang , Yafeng Wei

In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Nerya Granot , Tzvi Diskin , Nicolas Dobigeon , Ami Wiesel

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…

Computation · Statistics 2010-05-28 Heng Lian
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