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This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theoretical framework for inexact proximal point (IPP) methods…
This paper studies equality-constrained composite minimization problems. This class of problems, capturing regularization terms and inequality constraints, naturally arises in a wide range of engineering and machine learning applications.…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
In this work, we present new proofs of convergence for Plug-and-Play (PnP) algorithms. PnP methods are efficient iterative algorithms for solving image inverse problems where regularization is performed by plugging a pre-trained denoiser in…
In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…
In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…
Compressive Sensing (CS) has recently attracted attention for ECG data compression. In CS, an ECG signal is projected onto a small set of random vectors. Recovering the original signal from such compressed measurements remains a challenging…
This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…
Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…
Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…
In this paper, we present a novel yet simple homotopy proximal mapping algorithm for compressive sensing. The algorithm adopts a simple proximal mapping of the $\ell_1$ norm at each iteration and gradually reduces the regularization…
This paper proposes an epigraphical relaxation (ERx) technique for non-proximable mixed norm minimization. Mixed norm regularization methods play a central role in signal reconstruction and processing, where their optimization relies on the…
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…
Plug-and-Play (PnP) methods are a class of efficient iterative methods that aim to combine data fidelity terms and deep denoisers using classical optimization algorithms, such as ISTA or ADMM, with applications in inverse problems and…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…
This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
This work investigates the properties of the proximity operator for quasar-convex functions and establishes the convergence of the proximal point algorithm to a global minimizer with a particular focus on its convergence rate. In…
We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…