相关论文: GEP-MSCRA for computing the group zero-norm regula…

Many geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given noisy measurements of a subset of their pairwise relative transforms. This problem is…

We propose a penalized method for the least squares estimator of a multivariate concave regression function. This estimator is formulated as a quadratic programming (QP) problem with $O(n^2)$ constraints, where n is the number of…

In this paper, we introduce a class of nonsmooth nonconvex least square optimization problem using convex analysis tools and we propose to use the iterative minimization-majorization (MM) algorithm on a convex set with initializer away from…

Signomial geometric programming (SGP) is a computationally challenging, NP-Hard class of nonconvex nonlinear optimization problems. SGP can be solved iteratively using a sequence of convex relaxations; consequently, the strength of such…

Recent works have shown that imposing tensor structures on the coefficient tensor in regression problems can lead to more reliable parameter estimation and lower sample complexity compared to vector-based methods. This work investigates a…

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…

Generation expansion planning (GEP) is a prominent example of capacity expansion problems in operations research. Being generally NP-hard, GEP optimization models can become intractable when nonconvex dynamics, time-coupling constraints,…

Given multiple point clouds, how to find the rigid transform (rotation, reflection, and shifting) such that these point clouds are well aligned? This problem, known as the generalized orthogonal Procrustes problem (GOPP), has found numerous…

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…

Semidefinite Programming (SDP) and Sums-of-Squares (SOS) relaxations have led to certifiably optimal non-minimal solvers for several robotics and computer vision problems. However, most non-minimal solvers rely on least-squares…

This paper examines solution methods for mathematical programs with complementarity constraints (MPCC) obtained from the time-discretization of optimal control problems (OCPs) subject to nonsmooth dynamical systems. The MPCC theory and…

A regularized minimization model with $l_1$-norm penalty (RP) is introduced for training the autoencoders that belong to a class of two-layer neural networks. We show that the RP can act as an exact penalty model which shares the same…

In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Problems (OCP) where the constraints are described in the form…

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

This paper considers a high dimensional linear regression model with corrected variables. A variety of methods have been developed in recent years, yet it is still challenging to keep accurate estimation when there are complex correlation…

In linear regression, SLOPE is a new convex analysis method that generalizes the Lasso via the sorted L1 penalty: larger fitted coefficients are penalized more heavily. This magnitude-dependent regularization requires an input of penalty…

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the l1q norm with q>1 is attractive in many applications of…

This paper proposes a novel Gap Reduced Minimum Error Robust Simultaneous (GRMERS) estimator for resource-constrained Nano Aerial Vehicle (NAV) that enables a single estimator to provide simultaneous and robust estimation for a given N…