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Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…

Optimization and Control · Mathematics 2025-07-01 Jinho Bok , Jason M. Altschuler

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…

Machine Learning · Computer Science 2018-05-25 Jun Li , Hongfu Liu , Bineng Zhong , Yue Wu , Yun Fu

The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…

Optimization and Control · Mathematics 2021-07-13 James V. Burke , Qiuying Lin

We develop a novel randomised block coordinate primal-dual algorithm for a class of non-smooth ill-posed convex programs. Lying in the midway between the celebrated Chambolle-Pock primal-dual algorithm and Tseng's accelerated proximal…

Optimization and Control · Mathematics 2023-08-03 Mathias Staudigl , Paulin Jacquot

In this manuscript we deal with existence/uniqueness and regularity issues of suitable weak solutions to nonlocal problems driven by fractional Laplace type operators. Different from previous researches, in our approach we consider gradient…

Analysis of PDEs · Mathematics 2020-05-28 João Vitor da Silva , Pablo Ochoa , Analía Silva

Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…

Optimization and Control · Mathematics 2022-04-11 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these…

Optimization and Control · Mathematics 2023-02-28 P. B. Assunção , O. P. Ferreira , L. F. Prudente

An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…

Despite the popularity and empirical success of patch-based nearest-neighbor and weighted majority voting approaches to medical image segmentation, there has been no theoretical development on when, why, and how well these nonparametric…

Computer Vision and Pattern Recognition · Computer Science 2015-10-07 George Chen , Devavrat Shah , Polina Golland

Selecting the fastest algorithm for a specific signal/image processing task is a challenging question. We propose an approach based on the Performance Estimation Problem framework that numerically and automatically computes the worst-case…

Optimization and Control · Mathematics 2024-03-18 Nizar Bousselmi , Nelly Pustelnik , Julien M. Hendrickx , François Glineur

We develop a computational approach to locate the source of a steady-state gradient of diffusing particles from the fluxes through narrow windows distributed either on the boundary of a three dimensional half-space or on a sphere. This…

Statistical Mechanics · Physics 2020-01-07 U. Dobramysl , D. Holcman

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

This paper investigates a new approach to estimate the gradient of the conditional probability given the covariates in the binary classification framework. The proposed approach consists in fitting a localized nearest-neighbor logistic…

Statistics Theory · Mathematics 2025-01-20 Touqeer Ahmad , François Portier , Gilles Stupfler

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

Functional Analysis · Mathematics 2016-11-08 Jorge Antezana , Eduardo Chiumiento

In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

Optimization and Control · Mathematics 2023-10-11 Qinian Jin

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

Optimization and Control · Mathematics 2026-04-09 Shotaro Yagishita , Masaru Ito

Herein, the problem of simultaneous localization of multiple sources given a number of energy samples at different locations is examined. The strategies do not require knowledge of the signal propagation models, nor do they exploit the…

Information Theory · Computer Science 2019-02-13 Junting Chen , Urbashi Mitra
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