Related papers: A Coordinate Descent Approach to Atomic Norm Denoi…
In low-rank matrix recovery, one aims to reconstruct a low-rank matrix from a minimal number of linear measurements. Within the paradigm of compressed sensing, this is made computationally efficient by minimizing the nuclear norm as a…
Sharpness-Aware Minimization (SAM) has been proven to be an effective optimization technique for improving generalization in overparameterized models. While prior works have explored the implicit regularization of SAM in simple two-core…
Least Absolute Deviations (LAD) regression provides a robust alternative to ordinary least squares by minimizing the sum of absolute residuals. However, its widespread use has been limited by the computational cost of existing solvers,…
In the study of condensed matter physics, spectral information plays an important role for understand the mechanism of materials. However, it is difficult to obtain the spectrum directly through experiments or simulation. For example, the…
In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…
Frequency recovery/estimation from discrete samples of superimposed sinusoidal signals is a classic yet important problem in statistical signal processing. Its research has recently been advanced by atomic norm techniques which exploit…
Sharpness-Aware Minimization (SAM) is a recent optimization framework aiming to improve the deep neural network generalization, through obtaining flatter (i.e. less sharp) solutions. As SAM has been numerically successful, recent papers…
We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…
We present novel analysis and algorithms for solving sparse phase retrieval and sparse principal component analysis (PCA) with convex lifted matrix formulations. The key innovation is a new mixed atomic matrix norm that, when used as…
We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…
Atomic norm minimization (ANM) has been extensively applied for gridless angle estimation. However, with the increase of the number of antennas and the communication frequencies in massive MIMO systems, the accompanying beam squint effect…
Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…
This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of…
This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. We propose a proximally…
This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…
The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…
Super-resolution is generally referred to as the task of recovering fine details from coarse information. Motivated by applications such as single-molecule imaging, radar imaging, etc., we consider parameter estimation of complex…
We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…