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In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…
This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be…
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…
This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…
The widespread adoption of machine learning algorithms necessitates hardware acceleration to ensure efficient performance. This acceleration relies on custom matrix engines that operate on full or reduced-precision floating-point…
This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…
The problem of minimizing the rank of a symmetric positive semidefinite matrix subject to constraints can be cast equivalently as a semidefinite program with complementarity constraints (SDCMPCC). The formulation requires two positive…
In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…
Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…
We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…
Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, $\ell_1$ norm regularized optimization, and $\ell_0$ norm regularized…
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…
We give a number of explicit matrix-algorithms for analysis/synthesis in multi-phase filtering; i.e., the operation on discrete-time signals which allow a separation into frequency-band components, one for each of the ranges of bands, say…
In this work, we study a variant of nonnegative matrix factorization where we wish to find a symmetric factorization of a given input matrix into a sparse, Boolean matrix. Formally speaking, given $\mathbf{M}\in\mathbb{Z}^{m\times m}$, we…
This paper introduces a regularized projection matrix approximation framework designed to recover cluster information from the affinity matrix. The model is formulated as a projection approximation problem, incorporating an entry-wise…
This work investigates the geometry of a nonconvex reformulation of minimizing a general convex loss function $f(X)$ regularized by the matrix nuclear norm $\|X\|_*$. Nuclear-norm regularized matrix inverse problems are at the heart of many…
In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…
The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…
In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…
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…