Related papers: A tensor optimization algorithm for computing Lagr…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
We consider the problem of solving a large-scale system of linear equations in a distributed or federated manner by a taskmaster and a set of machines, each possessing a subset of the equations. We provide a comprehensive comparison of two…
Embedding parameterized optimization problems as layers into machine learning architectures serves as a powerful inductive bias. Training such architectures with stochastic gradient descent requires care, as degenerate derivatives of the…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…
We introduce a generalized Rayleigh-quotient on the tensor product of Grassmannians enabling a unified approach to well-known optimization tasks from different areas of numerical linear algebra, such as best low-rank approximations of…
We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…
We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…
We study the convergence rates of the classical Lagrangian-based methods and their variants for solving convex optimization problems with equality constraints. We present a generalized prediction-correction framework to establish $O(1/K^2)$…
In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…
In this paper we present a complete iteration complexity analysis of inexact first order Lagrangian and penalty methods for solving cone constrained convex problems that have or may not have optimal Lagrange multipliers that close the…
In this paper, we study a posteriori error estimators which aid multilevel iterative solvers for linear systems with graph Laplacians. In earlier works such estimates were computed by solving global optimization problems, which could be…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
We propose a tensor product structure that is compatible with the hypergraph structure. We define the algebraic connectivity of the $(m+1)$-uniform hypergraph in this product, and prove the relationship with the vertex connectivity. We…
In many real world applications, data are characterized by a complex structure, that can be naturally encoded as a graph. In the last years, the popularity of deep learning techniques has renewed the interest in neural models able to…
We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
The $p$-spectral radius of a uniform hypergraph covers many important concepts, such as Lagrangian and spectral radius of the hypergraph, and is crucial for solving spectral extremal problems of hypergraphs. In this paper, we establish a…
Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…