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The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…
Recently, low-rank tensor completion has become increasingly attractive in recovering incomplete visual data. Considering a color image or video as a three-dimensional (3D) tensor, existing studies have put forward several definitions of…
Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation…
The low rank tensor completion (LRTC) problem has attracted great attention in computer vision and signal processing. How to acquire high quality image recovery effect is still an urgent task to be solved at present. This paper proposes a…
We study the composite convex optimization problems with a Quasi-Self-Concordant smooth component. This problem class naturally interpolates between classic Self-Concordant functions and functions with Lipschitz continuous Hessian.…
We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…
This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…
Nuclear-norm regularization plays a vital role in many learning tasks, such as low-rank matrix recovery (MR), and low-rank representation (LRR). Solving this problem directly can be computationally expensive due to the unknown rank of…
We present a gradient-based algorithm for unconstrained minimization derived from iterated linear change of basis. The new method is equivalent to linear conjugate gradient in the case of a quadratic objective function. In the case of exact…
Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…
We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…
In this paper we present an active-set method for the solution of $\ell_1$-regularized convex quadratic optimization problems. It is derived by combining a proximal method of multipliers (PMM) strategy with a standard semismooth Newton…
In this work, we study the iteration complexity of gradient methods for minimizing convex quadratic functions regularized by powers of Euclidean norms. We show that, due to the uniform convexity of the objective, gradient methods have…
We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…
In this paper we consider the cubic regularization (CR) method for minimizing a twice continuously differentiable function. While the CR method is widely recognized as a globally convergent variant of Newton's method with superior iteration…
A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…
Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…
In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…
In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…