Related papers: Approximate Proximal Operators for Analog Compress…
Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…
In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…
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,…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…
One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing.…
Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…
One-bit compressed sensing is very popular in signal processing and communications due to its low storage costs and low hardware complexity, but it is a challenging task to recover the signal by using the one-bit information. In this paper,…
A new result in convex analysis on the calculation of proximity operators in certain scaled norms is derived. We describe efficient implementations of the proximity calculation for a useful class of functions; the implementations exploit…
The aim of this paper is twofold. First, we show that a certain concatenation of a proximity operator with an affine operator is again a proximity operator on a suitable Hilbert space. Second, we use our findings to establish so-called…
Applications of compressed sensing motivate the possibility of using different operators to encode and decode a signal of interest. Since it is clear that the operators cannot be too different, we can view the discrepancy between the two…
Inspired by the Optimistic Gradient Ascent-Proximal Point Algorithm (OGAProx) proposed by Bo{\c{t}}, Csetnek, and Sedlmayer for solving a saddle-point problem associated with a convex-concave function with a nonsmooth coupling function and…
We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…
In this work, we propose and study a framework of generalized proximal point algorithms associated with a maximally monotone operator. We indicate sufficient conditions on the regularization and relaxation parameters of generalized proximal…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
An inexact framework for high-order adaptive regularization methods is presented, in which approximations may be used for the $p$th-order tensor, based on lower-order derivatives. Between each recalculation of the $p$th-order derivative…
In this paper we develop a general theory of compressed sensing for analog signals, in close similarity to prior results for vectors in finite dimensional spaces that are sparse in a given orthonormal basis. The signals are modeled by…