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In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…

Numerical Analysis · Mathematics 2015-11-19 Federica Porta , Marco Prato , Luca Zanni

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

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. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

Non-blind image deblurring is typically formulated as a linear least-squares problem regularized by natural priors on the corresponding sharp picture's gradients, which can be solved, for example, using a half-quadratic splitting method…

Computer Vision and Pattern Recognition · Computer Science 2020-09-16 Thomas Eboli , Jian Sun , Jean Ponce

The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…

Numerical Analysis · Mathematics 2019-12-03 Qiuxiang Zhong , Ke Yin , Yuping Duan

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Optimization and Control · Mathematics 2019-07-17 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is strongly convex) and a non-smooth convex function. At each…

Optimization and Control · Mathematics 2016-11-28 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We consider the composite minimization problem with the objective function being the sum of a continuously differentiable and a merely lower semicontinuous and extended-valued function. The proximal gradient method is probably the most…

Optimization and Control · Mathematics 2024-11-20 Christian Kanzow , Leo Lehmann

Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, which are a necessity due to the ill-posedness of inverse problems. Tikhonov-type regularization methods are very popular in…

Numerical Analysis · Mathematics 2021-03-16 Abinash Nayak

The Fast Proximal Gradient Method (FPGM) and the Monotone FPGM (MFPGM) for minimization of nonsmooth convex functions are introduced and applied to tomographic image reconstruction. Convergence properties of the sequence of objective…

Optimization and Control · Mathematics 2020-08-25 Elias S. Helou , Marcelo V. W. Zibetti , Gabor T. Herman

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

Optimization and Control · Mathematics 2024-01-05 Qingsong Wang , Zehui Liu , Chunfeng Cui , Deren Han

The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems,…

Optimization and Control · Mathematics 2010-05-19 Patrick L. Combettes , Jean-Christophe Pesquet

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

Optimization and Control · Mathematics 2026-03-16 Zepeng Wang , Juan Peypouquet

In this paper we study the auxiliary problems that appear in $p$-order tensor methods for unconstrained minimization of convex functions with $\nu$-H\"{o}lder continuous $p$th derivatives. This type of auxiliary problems corresponds to the…

Optimization and Control · Mathematics 2021-06-07 Geovani Nunes Grapiglia , Yurii Nesterov

This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an…

Optimization and Control · Mathematics 2020-04-24 Amirhossein Ajalloeian , Andrea Simonetto , Emiliano Dall'Anese

This paper considers the problem of minimizing the summation of a differentiable function and a nonsmooth function on a Riemannian manifold. In recent years, proximal gradient method and its invariants have been generalized to the…

Optimization and Control · Mathematics 2021-11-16 Wen Huang , Ke Wei

We propose a proximal approach to deal with a class of convex variational problems involving nonlinear constraints. A large family of constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower…

Numerical Analysis · Computer Science 2014-03-21 Giovanni Chierchia , Nelly Pustelnik , Jean-Christophe Pesquet , Béatrice Pesquet-Popescu