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We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

We study the generalized minimum Manhattan network (GMMN) problem: given a set $P$ of pairs of two points in the Euclidean plane $\mathbb{R}^2$, we are required to find a minimum-length geometric network which consists of axis-aligned…

Data Structures and Algorithms · Computer Science 2020-04-28 Yuya Masumura , Taihei Oki , Yutaro Yamaguchi

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

Nonnegative least squares problems with multiple right-hand sides (MNNLS) arise in models that rely on additive linear combinations. In particular, they are at the core of most nonnegative matrix factorization algorithms and have many…

Machine Learning · Computer Science 2023-01-26 Nicolas Nadisic , Jeremy E Cohen , Arnaud Vandaele , Nicolas Gillis

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

Non-negative matrix factorization (NMF) is a fundamental non-convex optimization problem with numerous applications in Machine Learning (music analysis, document clustering, speech-source separation etc). Despite having received extensive…

Machine Learning · Computer Science 2020-03-20 Ioannis Panageas , Stratis Skoulakis , Antonios Varvitsiotis , Xiao Wang

We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…

Optimization and Control · Mathematics 2024-10-01 Debdas Ghosh , Anshika , Qamrul Hasan Ansari , Xiaopeng Zhao

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

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…

Optimization and Control · Mathematics 2023-10-10 Xin Li , Ziyan Luo , Yang Chen

The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…

Systems and Control · Computer Science 2015-04-22 Niclas Blomberg , Cristian R. Rojas , Bo Wahlberg

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

In many applications, we need algorithms which can align partially overlapping point sets and are invariant to the corresponding transformations. In this work, a method possessing such properties is realized by minimizing the objective of…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Wei Lian , Wangmeng Zuo

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe

Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…

Optimization and Control · Mathematics 2024-03-29 Richard Cole , Christoph Hertrich , Yixin Tao , László A. Végh

Hierarchical least-squares programs with linear constraints (HLSP) are a type of optimization problem very common in robotics. Each priority level contains an objective in least-squares form which is subject to the linear constraints of the…

Optimization and Control · Mathematics 2023-08-07 Kai Pfeiffer , Adrien Escande , Ludovic Righetti

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Optimization and Control · Mathematics 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu