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This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…

最优化与控制 · 数学 2024-11-26 Jianting Pan , Ming Yan

Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…

最优化与控制 · 数学 2025-01-22 Kuangyu Ding , Jingyang Li , Kim-Chuan Toh

We introduce a unified algorithmic framework, called proximal-like incremental aggregated gradient (PLIAG) method, for minimizing the sum of a convex function that consists of additive relatively smooth convex components and a proper lower…

最优化与控制 · 数学 2019-08-12 Hui Zhang , Yu-Hong Dai , Lei Guo , Wei Peng

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

最优化与控制 · 数学 2019-12-09 Mahesh Chandra Mukkamala , Peter Ochs

This paper is concerned with the approximation of solutions to a class of second order non linear abstract differential equations. The finite-dimensional approximate solutions of the given system are built with the aid of the projection…

数值分析 · 数学 2024-02-02 Shahin Ansari , Muslim Malik , Javid Ali

In this paper, we extend the proximal point algorithm for vector optimization from the Euclidean space to the Riemannian context. Under suitable assumptions on the objective function the well definition and full convergence of the method to…

最优化与控制 · 数学 2015-12-21 G. C. Bento , O. P. Ferreira , Y. R. L. Pereira

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

最优化与控制 · 数学 2019-11-12 Daniel Reem , Simeon Reich , Alvaro De Pierro

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

最优化与控制 · 数学 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

As the complexity of learning tasks surges, modern machine learning encounters a new constrained learning paradigm characterized by more intricate and data-driven function constraints. Prominent applications include Neyman-Pearson…

机器学习 · 计算机科学 2023-08-22 Zhenwei Lin , Qi Deng

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

最优化与控制 · 数学 2018-12-17 Yang Yang , Marius Pesavento

Designing efficient quasi-Newton methods is an important problem in nonlinear optimization and the solution of systems of nonlinear equations. From the perspective of the matrix approximation process, this paper presents a unified framework…

最优化与控制 · 数学 2025-08-15 Zhenyuan Ji

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

In this paper, the purpose is to introduce and study a new modified shrinking projection algorithm with inertial effects, which solves split common fixed point problems in Banach spaces. The corresponding strong convergence theorems are…

最优化与控制 · 数学 2020-08-31 Zheng Zhou , Bing Tan , Songxiao Li

We consider the method of alternating projections for finding a point in the intersection of two closed sets, possibly nonconvex. Assuming only the standard transversality condition (or a weaker version thereof), we prove local linear…

最优化与控制 · 数学 2016-08-12 D. Drusvyatskiy , A. D. Ioffe , A. S. Lewis

Given a set of dissimilarity measurements amongst data points, determining what metric representation is most "consistent" with the input measurements or the metric that best captures the relevant geometric features of the data is a key…

机器学习 · 计算机科学 2022-09-28 Rishi Sonthalia , Anna C. Gilbert

A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…

最优化与控制 · 数学 2024-02-21 Mauricio S. Louzeiro , Gilson N. Silva , Jinyun Yuan , Daoping Zhang

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

最优化与控制 · 数学 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

All imaging modalities such as computed tomography (CT), emission tomography and magnetic resonance imaging (MRI) require a reconstruction approach to produce an image. A common image processing task for applications that utilise those…

In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variable metric (or Hessian approximation) to be uniformly bounded…

最优化与控制 · 数学 2025-07-28 Xiaoxi Jia

We study the generic behavior of the method of successive approximations for set-valued mappings in separable Banach spaces. We consider the case of nonexpansive mappings with convex and compact point images and show that for the typical…

泛函分析 · 数学 2023-01-27 Christian Bargetz , Emir Medjic , Katriin Pirk