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Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Distance Geometry Problem (DGP) and Nonlinear Mapping (NLM) are two well established questions: Distance Geometry Problem is about finding a Euclidean realization of an incomplete set of distances in a Euclidean space, whereas Nonlinear…

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

In parallel magnetic resonance imaging (pMRI) reconstruction without using estimation of coil sensitivity functions, one group of algorithms reconstruct sensitivity encoded images of the coils first followed by the magnitude only image…

In this paper, we propose a novel method for joint recovery of camera pose, object geometry and spatially-varying Bidirectional Reflectance Distribution Function (svBRDF) of 3D scenes that exceed object-scale and hence cannot be captured…

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Surface reconstruction is very challenging when the input point clouds, particularly real scans, are noisy and lack normals. Observing that the Multilayer Perceptron (MLP) and the implicit moving least-square function (IMLS) provide a dual…

Imprecise measurements of a point set P = (p1, ..., pn) can be modelled by a family of regions F = (R1, ..., Rn), where each imprecise region Ri contains a unique point pi. A retrieval models an accurate measurement by replacing an…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Although transformer-based models have been dominating the field of deep learning, various studies of their embedding space have shown that they suffer from "representation degeneration problem": embeddings tend to be distributed in a…

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…

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

The Continuous p-Dispersion Problem (CpDP) with boundary constraints asks for the placement of a fixed number of points in a compact subset of Euclidean space such that the minimum distance between any two points, as well as the points and…

Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…

Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

The subgradient method is a classical and foundational approach in non-smooth convex optimization; its simplicity, robustness, and role as a conceptual and algorithmic starting point have made it the backbone of many significant…