相关论文: A quadratically convergent proximal algorithm for …
Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…
Quadratic programming (QP) is the most widely applied category of problems in nonlinear programming. Many applications require real-time/fast solutions, though not necessarily with high precision. Existing methods either involve matrix…
This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its…
The modern convolutional neural networks although achieve great results in solving complex computer vision tasks still cannot be effectively used in mobile and embedded devices due to the strict requirements for computational complexity,…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…
The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
In this paper we consider the composite self-concordant (CSC) minimization problem, which minimizes the sum of a self-concordant function $f$ and a (possibly nonsmooth) proper closed convex function $g$. The CSC minimization is the…
We propose a Standing Wave Decomposition (SWD) approximation to Gaussian Process regression (GP). GP involves a costly matrix inversion operation, which limits applicability to large data analysis. For an input space that can be…
Modern image and video compression codes employ elaborate structures existing in such signals to encode them into few number of bits. Compressed sensing recovery algorithms on the other hand use such signals' structures to recover them from…
Higher-order tensor canonical polyadic decomposition (CPD) with one or more of the latent factor matrices being columnwisely orthonormal has been well studied in recent years. However, most existing models penalize the noises, if occurring,…
We propose a unified derivative-free proximal Newton-type algorithm framework for solving composite optimization problems formulated as the sum of a black-box function and a known regularization term. We establish the iteration and oracle…
Tensor Networks (TN) offer a powerful framework to efficiently represent very high-dimensional objects. TN have recently shown their potential for machine learning applications and offer a unifying view of common tensor decomposition models…
We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
We introduce a quadratically convergent semismooth Newton method for nonlinear semidefinite programming that eliminates the need for the generalized Jacobian regularity, a common yet stringent requirement in existing approaches. Our…
Multi-way data analysis has become an essential tool for capturing underlying structures in higher-order datasets stored in tensor $\mathcal{X} \in \mathbb{R} ^{I_1 \times \dots \times I_N} $. $CANDECOMP/PARAFAC$ (CP) decomposition has been…
The Gauss-Newton algorithm is a popular and efficient centralized method for solving non-linear least squares problems. In this paper, we propose a multi-agent distributed version of this algorithm, named Gossip-based Gauss-Newton (GGN)…
Tensor decomposition is an effective tool for learning multi-way structures and heterogeneous features from high-dimensional data, such as the multi-view images and multichannel electroencephalography (EEG) signals, are often represented by…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…