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We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…

Optimization and Control · Mathematics 2016-12-23 Nitish Shirish Keskar , Andreas Waechter

Compressed sensing is a developing field aiming at reconstruction of sparse signals acquired in reduced dimensions, which make the recovery process under-determined. The required solution is the one with minimum $\ell_0$ norm due to…

Information Theory · Computer Science 2012-09-06 Nazim Burak Karahanoglu , Hakan Erdogan

In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective…

Optimization and Control · Mathematics 2020-03-26 Tran Ngoc Thang , Vijender Kumar Solanki , Tuan Anh Dao , Nguyen Thi Ngoc Anh , Hai V. Pham

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

Orthogonal Matching Pursuit (OMP) is a simple, yet empirically competitive algorithm for sparse recovery. Recent developments have shown that OMP guarantees exact recovery of K-sparse signals with K or more than K iterations if the…

Information Theory · Computer Science 2013-04-01 Nazim Burak Karahanoglu , Hakan Erdogan

The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental…

Information Theory · Computer Science 2019-04-23 Jinming Wen , Wei Yu

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

Algorithms for solving nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of an optimization problem formulation arising in semi-supervised…

Optimization and Control · Mathematics 2022-07-21 Gulcin Dinc Yalcin , Frank E. Curtis

Super-resolution is the problem of recovering a superposition of point sources using bandlimited measurements, which may be corrupted with noise. This signal processing problem arises in numerous imaging problems, ranging from astronomy to…

Machine Learning · Computer Science 2015-09-29 Qingqing Huang , Sham M. Kakade

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding…

Information Theory · Computer Science 2011-06-15 Prateek Jain , Ambuj Tewari , Inderjit S. Dhillon

The ability to efficiently solve topology optimization problems is of great importance for many practical applications. Hence, there is a demand for efficient solution algorithms. In this paper, we propose novel quasi-Newton methods for…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , Kevin Sturm

Future wireless systems are expected to employ extremely large-scale multiple-input multiple-output (XL-MIMO) arrays at high carrier frequencies, where near-field propagation makes the channel depend jointly on angle and distance. The…

Signal Processing · Electrical Eng. & Systems 2026-05-27 Maral Safari , Italo Atzeni

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

Optimization and Control · Mathematics 2022-09-13 Jacek Gondzio , Francisco N. C. Sobral

The problem of minimizing an objective that can be written as the sum of a set of $n$ smooth and strongly convex functions is considered. The Incremental Quasi-Newton (IQN) method proposed here belongs to the family of stochastic and…

Optimization and Control · Mathematics 2017-03-29 Aryan Mokhtari , Mark Eisen , Alejandro Ribeiro

Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval…

Information Theory · Computer Science 2016-09-21 Cheng Qian , Nicholas D. Sidiropoulos , Kejun Huang , Lei Huang , H. C. So

The paper proposes a general quasi-interpolation scheme for high-dimensional function approximation. To facilitate error analysis, we view our quasi-interpolation as a two-step procedure. In the first step, we approximate a target function…

Numerical Analysis · Mathematics 2024-09-24 Wenwu Gao , Jiecheng Wang , Zhengjie Sun , Gregory E. Fasshauer

Classical convergence analyses for optimization algorithms rely on the widely-adopted uniform smoothness assumption. However, recent experimental studies have demonstrated that many machine learning problems exhibit non-uniform smoothness,…

Machine Learning · Computer Science 2024-09-27 Zhenyu Sun , Ermin Wei

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

In the near-field region of an extremely large-scale multiple-input multiple-output (XL MIMO) system, channel reconstruction is typically addressed through sparse parameter estimation based on compressed sensing (CS) algorithms after…

Signal Processing · Electrical Eng. & Systems 2025-01-22 Mengyuan Li , Yu Han , Zhizheng Lu , Shi Jin , Yongxu Zhu , Chao-Kai Wen
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