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In this paper, we present new stochastic methods for solving two important classes of nonconvex optimization problems. We first introduce a randomized accelerated proximal gradient (RapGrad) method for solving a class of nonconvex…

This paper presents a parametric solution to piecewise linear regression through the Adaptive Block Gradient Descent (ABGD) algorithm. The heart of the method is the parametrization of piecewise linear functions as the difference of…

In this work, we propose a full-waveform technique for the spatial reconstruction and characterization of (micro-) seismic events via joint source location and moment tensor inversion. The approach is formulated in the frequency domain, and…

In this paper, we propose projected gradient descent (PGD) algorithms for signal estimation from noisy nonlinear measurements. We assume that the unknown $p$-dimensional signal lies near the range of an $L$-Lipschitz continuous generative…

It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…

This paper concerns an optimization algorithm for unconstrained non-convex problems where the objective function has sparse connections between the unknowns. The algorithm is based on applying a dissipation preserving numerical integrator,…

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

In this paper, we propose an accelerated quasi-Newton proximal extragradient (A-QPNE) method for solving unconstrained smooth convex optimization problems. With access only to the gradients of the objective, we prove that our method can…

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…

Seismic exploration remains the most critical method for characterizing subsurface structures in geophysics. However, complex surface conditions often cause a non-uniform distribution of seismic receivers along survey lines, leading to…

Coordinate-type subgradient methods for addressing nonsmooth optimization problems are relatively underexplored due to the set-valued nature of the subdifferential. In this work, our study focuses on nonsmooth composite optimization…

A nonsmooth set-gradient ascent method is developed for moving finite approximation sets toward the Pareto front in multiobjective optimization. The method optimizes layered set indicators: a base indicator is evaluated on successive…

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

In this article, we propose a non-parametric Bayesian level-set method for simultaneous reconstruction of two different piecewise constant coefficients in an elliptic partial differential equation. We show that the Bayesian formulation of…

We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

This paper studies sensor calibration in spectral estimation where the true frequencies are located on a continuous domain. We consider a uniform array of sensors that collects measurements whose spectrum is composed of a finite number of…