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This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…
Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…
We consider a class of multivariate recurrences frequently arising in the worst case analysis of Davis-Putnam-style exponential time backtracking algorithms for NP-hard problems. We describe a technique for proving asymptotic upper bounds…
Regularization is necessary for solving nonlinear ill-posed inverse problems arising in different fields of geosciences. The base of a suitable regularization is the prior expressed by the regularizer, which can be non-adaptive or adaptive…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…
In this paper, we introduce an inexact regularized proximal Newton method (IRPNM) that does not require any line search. The method is designed to minimize the sum of a twice continuously differentiable function $f$ and a convex (possibly…
A new result in convex analysis on the calculation of proximity operators in certain scaled norms is derived. We describe efficient implementations of the proximity calculation for a useful class of functions; the implementations exploit…
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…
In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…
We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…
Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…
This paper aims to accelerate the test-time computation of deep convolutional neural networks (CNNs). Unlike existing methods that are designed for approximating linear filters or linear responses, our method takes the nonlinear units into…
This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…
Fourier Ptychographic Microscopy (FPM) is a computational imaging technique that enables high-resolution imaging over a large field of view. However, its application in the biomedical field has been limited due to the long image…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the…