相关论文: A Relaxed Ka\v{c}anov Iteration for the $p$-Poisso…

This manuscript proposes a probabilistic framework for algorithms that iteratively solve unconstrained linear problems $Bx = b$ with positive definite $B$ for $x$. The goal is to replace the point estimates returned by existing methods with…

This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…

The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

We concern the problem of modifying the edge lengths of a tree in minimum total cost so that the prespecified $p$ vertices become the $p$-maxian with respect to the new edge lengths. This problem is called the inverse $p$-maxian problem on…

The objective of this publication is to reduce the sensitivity of iterative equation solvers on the initial value. To this end, at the hand of Newton's method, we exemplify how to reformulate the initial problem by means of a set of…

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

The Restricted Assignment Problem is a prominent special case of Scheduling on Parallel Unrelated Machines. For the strongest known linear programming relaxation, the configuration LP, we improve the non-constructive bound on its…

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

In this paper, we present a relaxation proximal point method with double inertial effects to approximate a solution of a non-convex equilibrium problem. We give global convergence results of the iterative sequence generated by our…

This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…

Iteratively reweighted $\ell_1$ algorithm is a popular algorithm for solving a large class of optimization problems whose objective is the sum of a Lipschitz differentiable loss function and a possibly nonconvex sparsity inducing…

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

The p-center problem consists in selecting p centers among M to cover N clients, such that the maximal distance between a client and its closest selected center is minimized. For this problem we propose two new and compact integer…

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

Patriksson (2008) provided a then up-to-date survey on the continuous,separable, differentiable and convex resource allocation problem with a single resource constraint. Since the publication of that paper the interest in the problem has…

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…