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In statistics, the least absolute shrinkage and selection operator (Lasso) is a regression method that performs both variable selection and regularization. There is a lot of literature available, discussing the statistical properties of 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…
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…
In this paper, we study a family of non-convex and possibly non-smooth inf-projection minimization problems, where the target objective function is equal to minimization of a joint function over another variable. This problem include…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
This paper introduces a unified framework for accelerated gradient methods through the variable and operator splitting (VOS). The operator splitting decouples the optimization process into simpler subproblems, and more importantly, the…
Synthetic aperture radar (SAR) tomography (TomoSAR) has attracted remarkable interest for its ability in achieving three-dimensional reconstruction along the elevation direction from multiple observations. In recent years, compressed…
he segment minimization problem consists of finding the smallest set of integer matrices that sum to a given intensity matrix, such that each summand has only one non-zero value, and the non-zeroes in each row are consecutive. This has…
In the realm of medical science, the pursuit of enhancing treatment efficacy and patient outcomes continues to drive innovation. This study delves into the integration of biomimicry principles within the domain of Radiation Therapy (RT) to…
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to…
Sparse signal recovery is one of the most fundamental problems in various applications, including medical imaging and remote sensing. Many greedy algorithms based on the family of hard thresholding operators have been developed to solve the…
In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent…
In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…
We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…
Lattice radiotherapy (LATTICE) is a form of spatially fractionated radiation therapy (SFRT) designed to deliver high doses to tumor regions while sparing surrounding tissues. Traditional LATTICE uses rigid vertex patterns, limiting…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…