相关论文: Algorithm XXX: SC-SR1: Matlab software for solving…

In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…

Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization problem. We show the convergence of the proposed algorithm…

Interpolation-based trust-region methods are an important class of algorithms for Derivative-Free Optimization which rely on locally approximating an objective function by quadratic polynomial interpolation models, frequently built from…

This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO methods, the convergence of our algorithm requires a certain…

We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…

Surface parameterizations are widely applied in computer graphics, medical imaging and transformation optics. In this paper, we rigorously derive the gradient vector and Hessian matrix of the discrete conformal energy for spherical…

We introduce a two-level trust-region method (TLTR) for solving unconstrained nonlinear optimization problems. Our method uses a composite iteration step, which is based on two distinct search directions. The first search direction is…

Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…

Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework…

We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems. Such solutions may be efficiently computed by the Lanczos method and have long been used in practice. We…

Hyperspectral images super-resolution aims to improve the spatial resolution, yet its performance is often limited at high-resolution ratios. The recent adoption of high-resolution reference images for super-resolution is driven by the poor…

We develop a Trust Region method with Regularized Barzilai-Borwein step-size obtained in a previous paper for solving large-scale unconstrained optimization problems. Simultaneously, the non-monotone technique is combined to formulate an…

We study algorithms for the Schatten-$p$ Low Rank Approximation (LRA) problem. First, we show that by using fast rectangular matrix multiplication algorithms and different block sizes, we can improve the running time of the algorithms in…

Deep learning has achieved significant success in single hyperspectral image super-resolution (SHSR); however, the high spectral dimensionality leads to a heavy computational burden, thus making it difficult to deploy in real-time…

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…

Trust-region algorithms can be applied to very abstract optimization problems because they do not require a specific direction of descent or gradient. This has lead to recent interest in them, in particular in the area of integer optimal…

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Several recent randomized linear algebra algorithms rely upon fast dimension reduction methods. A popular choice is the Subsampled Randomized Hadamard Transform (SRHT). In this article, we address the efficacy, in the Frobenius and spectral…

Large-scale L1-regularized loss minimization problems arise in high-dimensional applications such as compressed sensing and high-dimensional supervised learning, including classification and regression problems. High-performance algorithms…