Related papers: Accelerating operator Sinkhorn iteration with over…
The iterative nature of many discretisation methods for continuous dynamical systems has led to the study of the connections between iterative numerical methods in numerical linear algebra and continuous dynamical systems. Certain…
We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…
This article presents an arithmetic, called superposition relaxation, for bracketing the graph of a multivariate factorable function on a compact domain between a pair of underestimating and overestimating functions that are both separable.…
Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…
The construction of highly incoherent frames, sequences of vectors placed on the unit hyper sphere of a finite dimensional Hilbert space with low correlation between them, has proven very difficult. Algorithms proposed in the past have…
In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…
The over-relaxation approach is an alternative to the Jin-Xin relaxation method (Jin and Xin [1]) in order to apply the equilibrium source term in a more precise way (Coulette et al. [2, 3]). This is also a key ingredient of the…
Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also called tensor) methods minimize a regularized Taylor expansion of the objective function, which leads to faster…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
We extend the operator preconditioning framework [R. Hiptmair, Comput. Math. with Appl. 52 (2006), pp.~699--706] to Petrov-Galerkin methods while accounting for parameter-dependent perturbations of both variational forms and their…
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…
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…
In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…
In convex integer programming, various procedures have been developed to strengthen convex relaxations of sets of integer points. On the one hand, there exist several general-purpose methods that strengthen relaxations without specific…
We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
Many computer graphics problems require computing geometric shapes subject to certain constraints. This often results in non-linear and non-convex optimization problems with globally coupled variables, which pose great challenge for…
Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…
In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…