Related papers: Approximate Proximal Operators for Analog Compress…
In this work, we introduce new approximation operators for univariate set-valued functions with general compact images. We adapt linear approximation methods for real-valued functions by replacing linear combinations of numbers with new…
In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…
We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…
The practice of compressed sensing suffers importantly in terms of the efficiency/accuracy trade-off when acquiring noisy signals prior to measurement. It is rather common to find results treating the noise affecting the measurements,…
In the Plug-and-Play (PnP) method, a denoiser is used as a regularizer within classical proximal algorithms for image reconstruction. It is known that a broad class of linear denoisers can be expressed as the proximal operator of a convex…
We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…
We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…
The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…
Compressed sensing is now established as an effective method for dimension reduction when the underlying signals are sparse or compressible with respect to some suitable basis or frame. One important, yet under-addressed problem regarding…
Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…
Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…
Frequency recovery/estimation from discrete samples of superimposed sinusoidal signals is a classic yet important problem in statistical signal processing. Its research has recently been advanced by atomic norm techniques which exploit…
In the paper, we study the minimization problem of a non-convex sparsity promoting penalty function $$P_{a}(x)=\sum_{i=1}^{n}p_{a}(x_{i})=\sum_{i=1}^{n}\frac{a|x_{i}|}{1+a|x_{i}|}$$ in compressed sensing, which is called fraction function.…
A regularized minimization model with $l_1$-norm penalty (RP) is introduced for training the autoencoders that belong to a class of two-layer neural networks. We show that the RP can act as an exact penalty model which shares the same…
We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…
We develop a projected Nesterov's proximal-gradient (PNPG) approach for sparse signal reconstruction that combines adaptive step size with Nesterov's momentum acceleration. The objective function that we wish to minimize is the sum of a…
The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…
We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly…
We propose a new first-order optimisation algorithm to solve high-dimensional non-smooth composite minimisation problems. Typical examples of such problems have an objective that decomposes into a non-smooth empirical risk part and a…