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In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

Pose Graph Optimization involves the estimation of a set of poses from pairwise measurements and provides a formalization for many problems arising in mobile robotics and geometric computer vision. In this paper, we consider the case in…

Robotics · Computer Science 2018-01-09 Luca Carlone , Giuseppe C. Calafiore

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors. We assume the sensing vectors to be independently sampled from complex normal…

Statistics Theory · Mathematics 2016-09-13 Irène Waldspurger

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

We consider multi-agent, convex optimization programs subject to separable constraints, where the constraint function of each agent involves only its local decision vector, while the decision vectors of all agents are coupled via a common…

Optimization and Control · Mathematics 2017-04-05 Luca Deori , Kostas Margellos , Maria Prandini

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

Coherent diffraction imaging is a high-resolution imaging technique whose potential can be greatly enhanced by applying the extrapolation method presented here. We demonstrate enhancement in resolution of a non-periodical object…

This paper reported a general noninterferometric high-accuracy quantitative phase imaging (QPI) method for arbitrary complex valued objects. Given by a typical 4f optical configuration as the imaging system, three frames of small-window…

Image and Video Processing · Electrical Eng. & Systems 2021-05-05 Jianhui Huang , An Pan , Huiliang Jin , Guoxiang Meng , Qian Ye

This paper proposes a new algorithm for simultaneous graph matching and clustering. For the first time in the literature, these two problems are solved jointly and synergetically without relying on any training data, which brings advantages…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Maximilian Krahn , Florian Bernard , Vladislav Golyanik

We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…

Machine Learning · Computer Science 2021-08-30 Alina Ene , Huy L. Nguyen

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

Alternating projection (AP) of various forms, including the Parallel AP (PAP), Real-constrained AP (RAP) and the Serial AP (SAP), are proposed to solve phase retrieval with at most two coded diffraction patterns. The proofs of geometric…

Data Analysis, Statistics and Probability · Physics 2016-04-29 Pengwen Chen , Albert Fannjiang , Gi-Ren Liu

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…

Optimization and Control · Mathematics 2025-08-14 Wentao Zhang , Baoyong Zhang , Deming Yuan , Shengyuan Xu , Vincent K. N. Lau

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

Ptychography has risen as a reference X-ray imaging technique: it achieves resolutions of one billionth of a meter, macroscopic field of view, or the capability to retrieve chemical or magnetic contrast, among other features. A…

Optimization and Control · Mathematics 2019-06-10 Huibin Chang , Pable Enfedaque , Stefano Marchesini

Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…

Machine Learning · Statistics 2025-03-20 Antônio H. RIbeiro , Thomas B. Schön , Dave Zahariah , Francis Bach

Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex relaxation. However, such an approach may produce suboptimal…

Machine Learning · Statistics 2014-08-25 Zhaoran Wang , Huanran Lu , Han Liu
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