Related papers: An active-set method for sparse approximations. Pa…
This paper studies convex quadratic minimization problems in which each continuous variable is coupled with a binary indicator variable. We focus on the structured setting where the Hessian matrix of the quadratic term is positive definite…
Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…
Active learning is a subfield of machine learning that focuses on improving the data collection efficiency of expensive-to-evaluate systems. Especially, active learning integrated surrogate modeling has shown remarkable performance in…
Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…
In this paper we consider the dictionary learning problem for sparse representation. We first show that this problem is NP-hard by polynomial time reduction of the densest cut problem. Then, using successive convex approximation strategies,…
The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…
The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…
Sparse solution problems play an important role in both signal processing and image restoration. In this paper, we propose a stochastic column-block nonlinear Bregman method for efficiently computing sparse solutions to nonlinear systems.…
In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…
Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…
Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…
In this paper, we investigate a class of nonconvex and nonsmooth fractional programming problems, where the numerator composed of two parts: a convex, nonsmooth function and a differentiable, nonconvex function, and the denominator consists…
Pomsets are a promising formalism for concurrent programs based on partially ordered sets. Among this class, series-parallel pomsets admit a convenient linear representation and can be recognized by simple algebraic structures known as…
The convex envelopes of the direct discrete measures, for the sparsity of vectors or for the low-rankness of matrices, have been utilized extensively as practical penalties in order to compute a globally optimal solution of the…