Related papers: An extrapolated and provably convergent algorithm …
This theoretical paper is devoted to developing a rigorous theory for demystifying the global convergence phenomenon in a challenging scenario: learning over-parameterized Rectified Linear Unit (ReLU) nets for very high dimensional dataset…
A novel augmented Lagrangian method for solving non-convex programs with nonlinear cost and constraint couplings in a distributed framework is presented. The proposed decomposition algorithm is made of two layers: The outer level is a…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
We propose an efficient matrix rank reduction method for non-negative matrices, whose time complexity is quadratic in the number of rows or columns of a matrix. Our key insight is to formulate rank reduction as a mean-field approximation by…
The affine matrix rank minimization (AMRM) problem is to find a matrix of minimum rank that satisfies a given linear system constraint. It has many applications in some important areas such as control, recommender systems, matrix completion…
We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…
We propose LSDAT, an image-agnostic decision-based black-box attack that exploits low-rank and sparse decomposition (LSD) to dramatically reduce the number of queries and achieve superior fooling rates compared to the state-of-the-art…
Neural networks with REctified Linear Unit (ReLU) activation functions (a.k.a. ReLU networks) have achieved great empirical success in various domains. Nonetheless, existing results for learning ReLU networks either pose assumptions on the…
Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…
Rectified linear units (ReLU) are well-known to be helpful in obtaining faster convergence and thus higher performance for many deep-learning-based applications. However, networks with ReLU tend to perform poorly when the number of filter…
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…
This paper introduces a novel penalty decomposition algorithm customized for addressing the non-differentiable and nonconvex problem of extended mean-variance-CVaR portfolio optimization with short-selling and cardinality constraints. The…
The optimization problem of sparse and low-rank matrix recovery is considered, which involves a least squares problem with a rank constraint and a cardinality constraint. To overcome the challenges posed by these constraints, an asymptotic…
We study the problem of robust matrix completion (RMC), where the partially observed entries of an underlying low-rank matrix is corrupted by sparse noise. Existing analysis of the non-convex methods for this problem either requires the…
In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing:…
This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…
This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…
We propose a rank-one Riemannian subspace descent algorithm for computing symmetric positive definite (SPD) solutions to nonlinear matrix equations arising in control theory, dynamic programming, and stochastic filtering. For solution…
An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…
The ongoing decarbonisation of power systems is driving an increasing reliance on distributed energy resources, which introduces complex and nonlinear interactions that are difficult to capture in conventional optimisation models. As a…