相关论文: Convex and Nonconvex Optimization Are Both Minimax…

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…

We present a novel convex relaxation and a corresponding inference algorithm for the non-binary discrete tomography problem, that is, reconstructing discrete-valued images from few linear measurements. In contrast to state of the art…

We estimate $n$ phases (angles) from noisy pairwise relative phase measurements. The task is modeled as a nonconvex least-squares optimization problem. It was recently shown that this problem can be solved in polynomial time via convex…

We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

We propose an approach based on convex relaxations for certifiably optimal robust multiview triangulation. To this end, we extend existing relaxation approaches to non-robust multiview triangulation by incorporating a truncated least…

This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal…

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Non-convex optimization problems have multiple local optimal solutions. Non-convex optimization problems are commonly found in numerous applications. One of the methods recently proposed to efficiently explore multiple local optimal…

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…

We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

In this work, we investigate an efficient numerical approach for solving higher order statistical methods for blind and semi-blind signal recovery from non-ideal channels. We develop numerical algorithms based on convex optimization…

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

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…

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…