Related papers: On computing sparse universal solvers for key prob…
We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative…
We discuss a special class of solutions to the minimal surface system. These are vector-valued functions that "decrease area" and are natural generalization of scalar functions. After defining area-decreasing maps, we show several classical…
We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…
We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…
We propose a variant of the Frank-Wolfe algorithm for solving a class of sparse/low-rank optimization problems. Our formulation includes Elastic Net, regularized SVMs and phase retrieval as special cases. The proposed Primal-Dual Block…
Least-mean squares (LMS) solvers such as Linear / Ridge / Lasso-Regression, SVD and Elastic-Net not only solve fundamental machine learning problems, but are also the building blocks in a variety of other methods, such as decision trees and…
We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…
We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individually in several previous articles through…
The selection of best variables is a challenging problem in supervised and unsupervised learning, especially in high dimensional contexts where the number of variables is usually much larger than the number of observations. In this paper,…
We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…
In the Sparse Linear Regression (SLR) problem, given a $d \times n$ matrix $M$ and a $d$-dimensional query $q$, the goal is to compute a $k$-sparse $n$-dimensional vector $\tau$ such that the error $||M \tau-q||$ is minimized. This problem…
Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
In this short paper, we describe an efficient numerical solver for the optimal sampling problem considered in "Designing Sampling Schemes for Multi-Dimensional Data". An implementation may be found on…
The Hildreth's algorithm is a row action method for solving large systems of inequalities. This algorithm is efficient for problems with sparse matrices, as opposed to direct methods such as Gaussian elimination or QR-factorization. We…
This paper presents a generalization of the "weighted least-squares" (WLS), named "weighted pairing least-squares" (WPLS), which uses a rectangular weight matrix and is suitable for data alignment problems. Two fast solving methods,…
We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth functions.This algorithm numerically approximates the…
The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…
Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…