Related papers: Dilated POCS: Minimax Convex Optimization
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…
In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
Many computer vision applications, such as object recognition and segmentation, increasingly build on superpixels. However, there have been so far few superpixel algorithms that systematically deal with noisy images. We propose to first…
The long-term average performance of the MISO downlink channel, with a large number of users compared to transmit antennas of the BS, depends on the interference management which necessitates the joint design problem of scheduling and…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
When faced with multiple minima of an "inner-level" convex optimization problem, the convex bilevel optimization problem selects an optimal solution which also minimizes an auxiliary "outer-level" convex objective of interest. Bilevel…
We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…
We study how the supporting hyperplanes produced by the projection process can complement the method of alternating projections and its variants for the convex set intersection problem. For the problem of finding the closest point in the…
We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…
Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…
Given a set of disjoint simple polygons $\sigma_1, \ldots, \sigma_n$, of total complexity $N$, consider a convexification process that repeatedly replaces a polygon by its convex hull, and any two (by now convex) polygons that intersect by…
Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…
Existing results on decomposition methods and algorithms for nonconvex problems are minimal. Parallel decomposition algorithms do not exist for nonconvex problems with coupling nonlinear equality constraints. Besides, decomposition…
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth) problems by applying well-known algorithms to composite…
The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and…
We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…
In this letter, we introduce a novel pilot design approach that minimizes the total mean square errors of the minimum mean square error estimators of all base stations (BSs) subject to the transmit power constraints of individual users in…