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We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with…

Optimization and Control · Mathematics 2014-10-08 Nikolai Matni , Matanya B. Horowitz

The Method of Alternating Projections (MAP), a classical algorithm for solving feasibility prob- lems, has recently been intensely studied for nonconvex sets. However, intrinsically available are only local convergence results: convergence…

Optimization and Control · Mathematics 2013-05-21 Heinz H. Bauschke , Hung M. Phan , Xianfu Wang

Robust principal component analysis (RPCA) is a well-studied problem with the goal of decomposing a matrix into the sum of low-rank and sparse components. In this paper, we propose a nonconvex feasibility reformulation of RPCA problem and…

Optimization and Control · Mathematics 2020-01-27 Aritra Dutta , Filip Hanzely , Peter Richtárik

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

This paper presents a novel backtracking strategy for additive Schwarz methods for general convex optimization problems as an acceleration scheme. The proposed backtracking strategy is independent of local solvers, so that it can be applied…

Numerical Analysis · Mathematics 2022-03-30 Jongho Park

We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…

Numerical Analysis · Mathematics 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-19 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

We consider the imaging problem of the reconstruction of a three-dimensional object via optical diffraction tomography under the assumptions of the Born approximation. Our focus lies in the situation that a rigid object performs an…

Numerical Analysis · Mathematics 2024-07-11 Robert Beinert , Michael Quellmalz

There is widespread interest in estimating the fluorescence properties of natural materials in an image. However, the separation between reflected and fluoresced components is difficult, because it is impossible to distinguish reflected and…

Computer Vision and Pattern Recognition · Computer Science 2016-05-16 Henryk Blasinski , Joyce Farrell , Brian Wandell

We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…

Optimization and Control · Mathematics 2019-02-26 Wooseok Ha , Rina Foygel Barber

In this paper, we consider compressive/sparse affine phase retrieval proposed in [B. Gao B, Q. Sun, Y. Wang and Z. Xu, Adv. in Appl. Math., 93(2018), 121-141]. By the lift technique, and heuristic nuclear norm for convex relaxation of rank…

Optimization and Control · Mathematics 2018-09-24 Wengu Chen , Peng Li , Qiyu Sun

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

The Calder\'on problem consists in recovering an unknown coefficient of a partial differential equation from boundary measurements of its solution. These measurements give rise to a highly nonlinear forward operator. As a consequence, the…

Analysis of PDEs · Mathematics 2025-07-02 Giovanni S. Alberti , Romain Petit , Simone Sanna

We estimate convergence rates for fixed-point iterations of a class of nonlinear operators which are partially motivated from solving convex optimization problems. We introduce the notion of the generalized averaged nonexpansive (GAN)…

Optimization and Control · Mathematics 2021-12-13 Yizun Lin , Yuesheng Xu

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…

Machine Learning · Computer Science 2018-07-23 Mahdi Azarafrooz

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

The phase retrieval problem has garnered significant attention since the development of the PhaseLift algorithm, which is a convex program that operates in a lifted space of matrices. Because of the substantial computational cost due to…

Information Theory · Computer Science 2016-11-15 Paul Hand , Vladislav Voroninski

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt