相关论文: Zero-Convex Functions, Perturbation Resilience, an…
Feasibility problem aims to find a common point of two or more closed (convex) sets whose intersection is nonempty. In the literature, projection based algorithms are widely adopted to solve the problem, such as the method of alternating…
The subgradient projector is of considerable importance in convex optimization because it plays the key role in Polyak's seminal work - and the many papers it spawned - on subgradient projection algorithms for solving convex feasibility…
In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…
In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…
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…
The continuation method is a popular approach in non-convex optimization and computer vision. The main idea is to start from a simple function that can be minimized efficiently, and gradually transform it to the more complicated original…
Optimal control problems with constraints ensuring safety and convergence to desired states can be mapped onto a sequence of real time optimization problems through the use of Control Barrier Functions (CBFs) and Control Lyapunov Functions…
In recent years, important progress has been made in applying methods and techniques of convex optimization to many fields of applications such as location science, engineering, computational statistics, and computer science. In this paper,…
This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…
A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
This paper explores a method for solving constrained optimization problems when the derivatives of the objective function are unavailable, while the derivatives of the constraints are known. We allow the objective and constraint function to…
Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…
This work focuses on convergence analysis of the projected gradient method for solving constrained convex minimization problem in Hilbert spaces. We show that the sequence of points generated by the method employing the Armijo linesearch…
We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…
This paper studies the complexity of projected gradient descent methods for a class of strongly convex constrained optimization problems where the objective function is expressed as a summation of $m$ component functions, each possessing a…
The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…
Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…
Minimizing a convex function over the spectrahedron, i.e., the set of all positive semidefinite matrices with unit trace, is an important optimization task with many applications in optimization, machine learning, and signal processing. It…