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Optimization problems are considered in the framework of tropical algebra to minimize and maximize a nonlinear objective function defined on vectors over an idempotent semifield, and calculated using multiplicative conjugate transposition.…

Optimization and Control · Mathematics 2017-06-05 Nikolai Krivulin

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…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

A class of algorithms for the solution of discrete material optimization problems in electromagnetic applications is discussed. The idea behind the algorithm is similar to that of the sequential programming. However, in each major iteration…

Optimization and Control · Mathematics 2017-07-14 Johannes Semmler , Lukas Pflug , Michael Stingl

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…

Machine Learning · Computer Science 2012-06-05 Jianhui Chen , Jieping Ye

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

Optimization and Control · Mathematics 2023-02-17 Janith Wijesinghe , Pengwen Chen

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…

Optimization and Control · Mathematics 2020-12-22 Nikos Tsilivis , Anastasios Tsiamis , Petros Maragos

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Adrian Jarret , Valérie Costa , Julien Fageot

A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

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

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the…

Machine Learning · Computer Science 2020-11-13 Sung-En Chang , Xun Zheng , Ian E. H. Yen , Pradeep Ravikumar , Rose Yu

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

Recovery of sparse signals from compressed measurements constitutes an l0 norm minimization problem, which is unpractical to solve. A number of sparse recovery approaches have appeared in the literature, including l1 minimization…

Information Theory · Computer Science 2013-08-27 Nazim Burak Karahanoglu , Hakan Erdogan

A novel unified approach to jointly optimize structural design parameters, actuator and sensor precision and controller parameters is presented in this paper. The joint optimization problem is posed as a covariance control problem, where…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Raman Goyal , Manoranjan Majji , Robert E. Skelton

Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…

Optimization and Control · Mathematics 2020-10-26 Digvijay Boob , Qi Deng , Guanghui Lan , Yilin Wang