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The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…
Spectral Photon-Counting Computed Tomography (SPCCT) is a promising technology that has shown a number of advantages over conventional X-ray Computed Tomography (CT) in the form of material separation, artefact removal and enhanced image…
This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…
The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…
A large class of machine learning techniques requires the solution of optimization problems involving spectral functions of parametric matrices, e.g. log-determinant and nuclear norm. Unfortunately, computing the gradient of a spectral…
The spectral gradient method is known to be a powerful low-cost tool for solving large-scale optimization problems. In this paper, our goal is to exploit its advantages in the stochastic optimization framework, especially in the case of…
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…
Nonlinear spectral problems arise across a range of fields, including mechanical vibrations, fluid-solid interactions, and photonic crystals. Discretizing infinite-dimensional nonlinear spectral problems often introduces significant…
Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…
This work presents an optimization framework for tailoring the nonlinear dynamic response of lightly damped mechanical systems using Spectral Submanifold (SSM) reduction. We derive the SSM-based backbone curve and its sensitivity with…
In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…
For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term.…
The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…
A comparative study of different block matching alternatives for motion estimation is presented. The study is focused on computational burden and objective measures on the accuracy of prediction. Together with existing algorithms several…
There has been much recent interest in finding unconstrained local minima of smooth functions, due in part of the prevalence of such problems in machine learning and robust statistics. A particular focus is algorithms with good complexity…
Minimizing a convex function over the spectrahedron, i.e., the set of all positive semidefinite matrices with unit trace, is an important optimization task with many applications in optimization, machine learning, and signal processing. It…
Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…
We consider simultaneously identifying the membership and locations of point sources that are convolved with different band-limited point spread functions, from the observation of their superpositions. This problem arises in…