Related papers: A Graphical Global Optimization Framework for Para…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…
This paper introduces a graph Laplacian regularization in the hyperspectral unmixing formulation. The proposed regularization relies upon the construction of a graph representation of the hyperspectral image. Each node in the graph…
We present a new method for minimizing the sum of a differentiable convex function and an $\ell_1$-norm regularizer. The main features of the new method include: $(i)$ an evolving set of indices corresponding to variables that are predicted…
Combinatorial optimization problems are pervasive across science and industry. Modern deep learning tools are poised to solve these problems at unprecedented scales, but a unifying framework that incorporates insights from statistical…
In this paper, we develop a new concept of Global Curvature Bound for an arbitrary nonlinear operator between abstract metric spaces. We use this notion to characterize the global complexity of high-order algorithms solving composite…
In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…
We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…
In this paper, we propose a novel locally statistical active contour model (LACM) based on Aubert-Aujol (AA) denoising model and variational level set method, which can be used for SAR images segmentation with intensity inhomogeneity. Then…
Lagrangian-based methods are classical methods for solving convex optimization problems with equality constraints. We present novel prediction-correction frameworks for such methods and their variants, which can achieve $O(1/k)$ non-ergodic…
Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…
The 'exact subgraph' approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…