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Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions. In this paper, we propose a randomized proximal gradient…

Optimization and Control · Mathematics 2020-04-29 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

The data consistency for the physical forward model is crucial in inverse problems, especially in MR imaging reconstruction. The standard way is to unroll an iterative algorithm into a neural network with a forward model embedded. The…

Image and Video Processing · Electrical Eng. & Systems 2023-06-28 Guanxiong Luo , Mengmeng Kuang , Peng Cao

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…

Information Theory · Computer Science 2013-02-12 Yangyang Xu

In this paper, we consider a class of possibly nonconvex, nonsmooth and non-Lipschitz optimization problems arising in many contemporary applications such as machine learning, variable selection and image processing. To solve this class of…

Optimization and Control · Mathematics 2021-09-29 Lei Yang

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…

Optimization and Control · Mathematics 2022-11-07 Yutong Dai , Daniel P. Robinson

We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…

Optimization and Control · Mathematics 2026-01-16 Frank E. Curtis , Xiaoyi Qu , Daniel P. Robinson

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

Optimization and Control · Mathematics 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…

Optimization and Control · Mathematics 2018-01-03 Xue Zhang , Xiaoqun Zhang

The joint problem of reconstruction / feature extraction is a challenging task in image processing. It consists in performing, in a joint manner, the restoration of an image and the extraction of its features. In this work, we firstly…

Computer Vision and Pattern Recognition · Computer Science 2024-03-06 Emilie Chouzenoux , Marie-Caroline Corbineau , Jean-Christophe Pesquet , Gabriele Scrivanti

Image deblurring remains a central research area within image processing, critical for its role in enhancing image quality and facilitating clearer visual representations across diverse applications. This paper tackles the optimization…

Computer Vision and Pattern Recognition · Computer Science 2025-02-12 Qingsong Wang , Shengze Xu , Xiaojiao Tong , Tieyong Zeng

This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…

Numerical Analysis · Mathematics 2020-01-14 Tomoya Takeuchi

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed…

Optimization and Control · Mathematics 2025-10-17 Chengzhi Huang

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Optimization and Control · Mathematics 2022-10-17 Christian Kanzow , Theresa Lechner

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

Optimization and Control · Mathematics 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

Optimization and Control · Mathematics 2017-05-24 Quanming Yao , James T. Kwok , Fei Gao , Wei Chen , Tie-Yan Liu

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian