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This paper introduces a new algorithm for accurately reconstructing two smooth orthogonal surfaces by processing ultrasonic data. The proposed technique is based on a preliminary analysis of a waveform energy indicator in order to classify…
We propose a least-squares method involving the recovery of the gradient and possibly the Hessian for elliptic equation in nondivergence form. As our approach is based on the Lax--Milgram theorem with the curl-free constraint built into the…
In the Rectangle Stabbing problem, input is a set ${\cal R}$ of axis-parallel rectangles and a set ${\cal L}$ of axis parallel lines in the plane. The task is to find a minimum size set ${\cal L}^* \subseteq {\cal L}$ such that for every…
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…
We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…
In this paper we introduce a new gradient method which attains quadratic convergence in a certain sense. Applicable to infinite-dimensional unconstrained minimization problems posed in a Hilbert space $H$, the approach consists in finding…
In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…
We propose a deep learning approach to the obstacle problem inspired by the first-order system least-squares (FOSLS) framework. This method reformulates the problem as a convex minimization task; by simultaneously approximating the…
We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…
A new closed-form solver is proposed minimizing the algebraic error optimally, in the least-squares sense, to estimate the relative planar motion of two calibrated cameras. The main objective is to solve the over-determined case, i.e., when…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the…
The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
This paper deals with the non-uniqueness of the solutions of an analysis-Lasso regularization. Most of previous works in this area is concerned with the case where the solution set is a singleton, or to derive guarantees to enforce…
In computer vision and graphics, various types of symmetries are extensively studied since symmetry present in objects is a fundamental cue for understanding the shape and the structure of objects. In this work, we detect the intrinsic…
We examine the possibility of approximating Maximum Vertex-Disjoint Shortest Paths. In this problem, the input is an edge-weighted (directed or undirected) $n$-vertex graph $G$ along with $k$ terminal pairs…
The Lasso and the basis pursuit in compressed sensing and machine learning are convex optimization problems with three parameters: the regularization scalar, the observation vector and the data matrix. Relative to the first two parameters,…
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…
We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\textsf{IRPN}$) method, for minimizing the sum of two closed proper convex functions, one of which…