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In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…
Iterative algorithms with feedback are amongst the most powerful and versatile optimization methods for phase retrieval. Among these, the hybrid input-output algorithm has demonstrated practical solutions to giga-element nonlinear phase…
Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER,…
In this note, we first recall the nonconvex problem setting and introduce the optimal PAGE algorithm (Li et al., ICML'21). Then we provide a simple and clean convergence analysis of PAGE for achieving optimal convergence rates. Moreover,…
Existing nonconvex statistical optimization theory and methods crucially rely on the correct specification of the underlying "true" statistical models. To address this issue, we take a first step towards taming model misspecification by…
We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the quality of these relaxations by studying the approximation…
Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…
Phase retrieval is a nonlinear inverse problem that arises in a wide range of imaging modalities, from electron microscopy to Fourier ptychography. In particular, the reconstruction is facilitated when the sensing matrix is i.i.d. random,…
We focus on the convergence analysis of averaged relaxations of cutters, specifically for variants that---depending upon how parameters are chosen---resemble \emph{alternating projections}, the \emph{Douglas--Rachford method}, \emph{relaxed…
We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…
Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…
Phase retrieval is a problem encountered not only in speech and audio processing, but in many other fields such as optics. Iterative algorithms based on non-convex set projections are effective and frequently used for retrieving the phase…
When dealing with difficult inverse problems such as inverse rendering, using Monte Carlo estimated gradients to optimise parameters can slow down convergence due to variance. Averaging many gradient samples in each iteration reduces this…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
We consider several basic questions pertaining to the geometry of image of a general quadratic map. In general the image of a quadratic map is non-convex, although there are several known classes of quadratic maps when the image is convex.…
In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…
The displacement field in highly non uniformly strained crystals is obtained by addition of constraints to an iterative phase retrieval algorithm. These constraints include direct space density uniformity and also constraints to the sign…
The problem of reconstructing an object from the measurements of the light it scatters is common in numerous imaging applications. While the most popular formulations of the problem are based on linearizing the object-light relationship,…
We consider the problem of recovering a signal from nonlinear transformations, under convex constraints modeling a priori information. Standard feasibility and optimization methods are ill-suited to tackle this problem due to the…
We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The…