Related papers: A Correlatively Sparse Lagrange Multiplier Express…

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

We study a broad class of polynomial optimization problems whose constraints and objective functions exhibit sparsity patterns. We give two characterizations of the number of critical points to these problems, one as a mixed volume and one…

This paper introduces a novel constraint adaptive filtering algorithm based on a relative logarithmic cost function which is termed as Constrained Least Mean Logarithmic Square (CLMLS). The proposed CLMLS algorithm elegantly adjusts the…

In this paper, we study the \emph{sparse integer least squares problem} (SILS), an NP-hard variant of least squares with sparse $\{0, \pm 1\}$-vectors. We propose an $\ell_1$-based SDP relaxation, and a randomized algorithm for SILS, which…

This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…

We study an optimization problem in which the objective is given as a sum of logarithmic-polynomial functions. This formulation is motivated by statistical estimation principles such as maximum likelihood estimation, and by loss functions…

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

We present a new approach to solve the sparse approximation or best subset selection problem, namely find a $k$-sparse vector ${\bf x}\in\mathbb{R}^d$ that minimizes the $\ell_2$ residual $\lVert A{\bf x}-{\bf y} \rVert_2$. We consider a…

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem…

We present reconstruction algorithms for smooth signals with block sparsity from their compressed measurements. We tackle the issue of varying group size via group-sparse least absolute shrinkage selection operator (LASSO) as well as via…

Compressed Sensing (CS) encompasses a broad array of theoretical and applied techniques for recovering signals, given partial knowledge of their coefficients. Its applications span various fields, including mathematics, physics,…

A relaxation method based on border basis reduction which improves the efficiency of Lasserre's approach is proposed to compute the optimum of a polynomial function on a basic closed semi algebraic set. A new stopping criterion is given to…

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

We present a comprehensive analysis of an algorithm for evaluating high-dimensional polynomials that are invariant under permutations and rotations. The key bottleneck is the contraction of a high-dimensional symmetric and sparse tensor…

A popular class of algorithms to optimize the dual LP relaxation of the discrete energy minimization problem (a.k.a.\ MAP inference in graphical models or valued constraint satisfaction) are convergent message-passing algorithms, such as…