Related papers: Low-Rank Regularized Convex-Non-Convex Problems fo…
We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…
Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…
In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
Higher-order tensors are becoming prevalent in many scientific areas such as computer vision, social network analysis, data mining and neuroscience. Traditional tensor decomposition approaches face three major challenges: model selecting,…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…
In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…
These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…
Binary tomography is concerned with the recovery of binary images from a few of their projections (i.e., sums of the pixel values along various directions). To reconstruct an image from noisy projection data, one can pose it as a…
The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various convex or nonconvex composite problems that arise in the fields of image & signal processing and machine…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
We study the problem of minimizing the sum of a smooth function and a nonsmooth convex regularizer over a compact Riemannian submanifold embedded in Euclidean space. By introducing an auxiliary splitting variable, we propose an adaptive…
Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…
In this paper, the problem of Magnetic Resonance (MR) image reconstruction from partial Fourier samples has been considered. To this aim, we leverage the evidence that MR images are sparser than their zero-filled reconstructed ones from…
We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…
Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…
The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…
Image segmentation is an inherently ill-posed problem and thus requires regularization in order to limit the search space to reasonable solutions. A majority of segmentation methods integrates these regularization terms in one way or the…
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…