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This paper considers the regularization continuation method and the trust-region updating strategy for the nonlinearly equality-constrained optimization problem. Namely, it uses the inverse of the regularization quasi-Newton matrix as the…

Optimization and Control · Mathematics 2023-08-07 Xin-long Luo , Hang Xiao , Sen Zhang

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

In this paper, we present a novel approach to the low rank matrix recovery (LRMR) problem by casting it as a group sparsity problem. Specifically, we propose a flexible group sparse regularizer (FLGSR) that can group any number of matrix…

Optimization and Control · Mathematics 2025-03-10 Quan Yu , Minru Bai , Xinzhen Zhang

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

Recent theory of mapping an image into a structured low-rank Toeplitz or Hankel matrix has become an effective method to restore images. In this paper, we introduce a generalized structured low-rank algorithm to recover images from their…

Image and Video Processing · Electrical Eng. & Systems 2018-11-28 Yue Hu , Xiaohan Liu , Mathews Jacob

In a recent article series, the authors have promoted convex optimization algorithms for radio-interferometric imaging in the framework of compressed sensing, which leverages sparsity regularization priors for the associated inverse problem…

Instrumentation and Methods for Astrophysics · Physics 2014-04-01 Rafael E. Carrillo , Jason D. McEwen , Yves Wiaux

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun

Regularization approaches have demonstrated their effectiveness for solving ill-posed problems. However, in the context of variational restoration methods, a challenging question remains, which is how to find a good regularizer. While total…

Optimization and Control · Mathematics 2011-10-25 Nelly Pustelnik , Caroline Chaux , Jean-Christophe Pesquet

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…

Applications · Statistics 2018-02-14 Augusto Aubry , Antonio De Maio , Luca Pallotta

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…

Machine Learning · Computer Science 2024-02-14 Qinghua Tao , Xiangming Xi , Jun Xu , Johan A. K. Suykens

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

In color image processing, image completion aims to restore missing entries from the incomplete observation image. Recently, great progress has been made in achieving completion by approximately solving the rank minimization problem. In…

Image and Video Processing · Electrical Eng. & Systems 2021-07-06 Liqiao Yang , Jifei Miao , Kit Ian Kou

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok