相关论文: Augmented L1 and Nuclear-Norm Models with a Global…

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 this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

In this paper we propose an augmented smoothing function for nonlinear L1 -norm minimization problem and consider a global stability of a gradient-based neural network model to minimize the smoothing function. The numerical simulations show…

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Atomic norm minimization is a convex optimization framework to recover point sources from a subset of their low-pass observations, or equivalently the underlying frequencies of a spectrally-sparse signal. When the amplitudes of the sources…

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

Sparse optimization has seen its advances in recent decades. For scenarios where the true sparsity is unknown, regularization turns out to be a promising solution. Two popular non-convex regularizations are the so-called $L_0$ norm and…

We propose a subspace-accelerated Bregman method for the linearly constrained minimization of functions of the form $f(\mathbf{u})+\tau_1 \|\mathbf{u}\|_1 + \tau_2 \|D\,\mathbf{u}\|_1$, where $f$ is a smooth convex function and $D$…

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively…