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Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this…

Machine Learning · Statistics 2017-06-15 Anima Anandkumar , Yuan Deng , Rong Ge , Hossein Mobahi

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for…

Optimization and Control · Mathematics 2019-11-21 Cyrille W. Combettes , Sebastian Pokutta

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Optimization and Control · Mathematics 2024-03-13 Anastasia Borovykh , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

In this paper, we consider the problem of phase retrieval, which consists of recovering an $n$-dimensional real vector from the magnitude of its $m$ linear measurements. We propose a mirror descent (or Bregman gradient descent) algorithm…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Xavier Buet , Myriam Zerrad , Michel Lequime , Claude Amra

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Optimization and Control · Mathematics 2015-06-30 Sébastien Bubeck , Yin Tat Lee , Mohit Singh

We consider the problem of estimating a deterministic sparse vector x from underdetermined measurements Ax+w, where w represents white Gaussian noise and A is a given deterministic dictionary. We analyze the performance of three sparse…

Statistics Theory · Mathematics 2015-05-13 Zvika Ben-Haim , Yonina C. Eldar , Michael Elad

This paper addresses the task of learning convex regularizers to guide the reconstruction of images from limited data. By imposing that the reconstruction be amplitude-equivariant, we narrow down the class of admissible functionals to those…

Machine Learning · Statistics 2026-01-19 Michael Unser , Stanislas Ducotterd

We study the morphology of convergence maps by perturbatively reconstructing their Minkowski Functionals (MFs). We present a systematics study using a set of three generalised skew-spectra as a function of source redshift and smoothing…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-01 D. Munshi , T. Namikawa , J. D. McEwen , T. D. Kitching , F. R. Bouchet

In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…

Optimization and Control · Mathematics 2016-11-15 Ashkan Jasour , Constantino Lagoa

The blind deconvolution problem seeks to recover a pair of vectors from a set of rank one bilinear measurements. We consider a natural nonsmooth formulation of the problem and show that under standard statistical assumptions, its moduli of…

Optimization and Control · Mathematics 2019-01-21 Vasileios Charisopoulos , Damek Davis , Mateo Díaz , Dmitriy Drusvyatskiy

We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…

Optimization and Control · Mathematics 2012-05-25 Sebastian U. Stich , Christian L. Müller , Bernd Gärtner

This paper considers the question of how to succinctly approximate a multidimensional convex body by a polytope. Given a convex body $K$ of unit diameter in Euclidean $d$-dimensional space (where $d$ is a constant) and an error parameter…

Computational Geometry · Computer Science 2022-12-09 Rahul Arya , Sunil Arya , Guilherme D. da Fonseca , David M. Mount

In this article we pose the problem of existence and uniqueness of convex body for which the projection curvature radius function coincides with given function. We find a necessary and sufficient condition that ensures a positive answer to…

Differential Geometry · Mathematics 2016-09-07 Aramyan Rafik

In the area of sparse recovery, numerous researches hint that non-convex penalties might induce better sparsity than convex ones, but up until now those corresponding non-convex algorithms lack convergence guarantees from the initial…

Information Theory · Computer Science 2014-04-29 Laming Chen , Yuantao Gu

Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…

Statistics Theory · Mathematics 2023-09-14 Yannis Bekri , Anatoli Juditsky , Arkadi Nemirovski

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

Optimization and Control · Mathematics 2026-05-26 Chise Ishii , Yasushi Narushima

Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…

Optimization and Control · Mathematics 2015-06-29 Nguyen Thai An , Nguyen Mau Nam

In this work we develop and analyze an adaptive finite element method for efficiently solving electrical impedance tomography -- a severely ill-posed nonlinear inverse problem for recovering the conductivity from boundary voltage…

Numerical Analysis · Mathematics 2019-05-16 Bangti Jin , Yifeng Xu , Jun Zou

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

Real-world image restoration deals with the recovery of images suffering from an unknown degradation. This task is typically addressed while being given only degraded images, without their corresponding ground-truth versions. In this hard…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Sean Man , Guy Ohayon , Ron Raphaeli , Michael Elad