Related papers: Revisiting Linearized Bregman Iterations under Lip…

This paper gives a unified convergence analysis of additive Schwarz methods for general convex optimization problems. Resembling to the fact that additive Schwarz methods for linear problems are preconditioned Richardson methods, we prove…

In recent investigations, the problem of detecting edges given non-uniform Fourier data was reformulated as a sparse signal recovery problem with an l1-regularized least squares cost function. This result can also be derived by employing a…

In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem…

This paper studies proximal gradient iterations for solving simple bilevel optimization problems where both the upper and the lower level cost functions are split as the sum of differentiable and (possibly nonsmooth) proximable functions.…

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Regularization using the L0 pseudo-norm is a common approach to promote sparsity, with widespread applications in machine learning and signal processing. However, solving such problems is known to be NP-hard. Recently, the L0 Bregman…

Recently some specific classes of non-smooth and non-Lipschitz convex optimization problems were selected by Yu.~Nesterov along with H.~Lu. We consider convex programming problems with similar smoothness conditions for the objective…

For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

The regression problem associated with finding a matrix approximation of the Koopman operator from data is considered. The regression problem is formulated as a convex optimization problem subject to linear matrix inequality (LMI)…

We study nonlinearly preconditioned gradient methods for smooth nonconvex optimization problems, focusing on sigmoid preconditioners that inherently perform a form of gradient clipping akin to the widely used gradient clipping technique.…

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the…

This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

In this paper, we propose the approximate Bregman proximal gradient algorithm (ABPG) for solving composite nonconvex optimization problems. ABPG employs a new distance that approximates the Bregman distance, making the subproblem of ABPG…

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

The training of deep neural networks predominantly relies on a combination of gradient-based optimisation and back-propagation for the computation of the gradient. While incredibly successful, this approach faces challenges such as…

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a…

The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…