相关论文: Minimizing Sum of Truncated Convex Functions and I…

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…

The problem of finding the minimizer of a sum of convex functions is central to the field of distributed optimization. Thus, it is of interest to understand how that minimizer is related to the properties of the individual functions in the…

A new and simple method for quasi-convex optimization is introduced from which its various applications can be derived. Especially, a global optimum under constrains can be approximated for all continuous functions.

Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

Image smoothing is a fundamental procedure in applications of both computer vision and graphics. The required smoothing properties can be different or even contradictive among different tasks. Nevertheless, the inherent smoothing nature of…

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

It is often the case in Statistics that one needs to compute sums of infinite series, especially in marginalising over discrete latent variables. This has become more relevant with the popularization of gradient-based techniques (e.g.…

In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the…

Variational methods have become an important kind of methods in signal and image restoration - a typical inverse problem. One important minimization model consists of the squared $\ell_2$ data fidelity (corresponding to Gaussian noise) and…

Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber…

We present a distributed solution to optimizing a convex function composed of several non-convex functions. Each non-convex function is privately stored with an agent while the agents communicate with neighbors to form a network. We show…

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…

We consider the general problem of minimizing an objective function which is the sum of a convex function (not strictly convex) and absolute values of a subset of variables (or equivalently the l1-norm of the variables). This problem…

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…