相关论文: A Homotopy Coordinate Descent Optimization Method …

In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…

The present work deals with the rational model order reduction method based on the single-point Least-Square (LS) Pad\'e approximation technique introduced in [3]. Algorithmical aspects concerning the construction of the rational LS-Pad\'e…

Higher-order singular value decomposition (HOSVD) is an efficient way for data reduction and also eliciting intrinsic structure of multi-dimensional array data. It has been used in many applications, and some of them involve incomplete…

We propose an efficient distributed randomized coordinate descent method for minimizing regularized non-strongly convex loss functions. The method attains the optimal $O(1/k^2)$ convergence rate, where $k$ is the iteration counter. The core…

Hyperspectral images (HSIs) are inevitably degraded by a mixture of various types of noise, such as Gaussian noise, impulse noise, stripe noise, and dead pixels, which greatly limits the subsequent applications. Although various denoising…

The lasso is the most famous sparse regression and feature selection method. One reason for its popularity is the speed at which the underlying optimization problem can be solved. Sorted L-One Penalized Estimation (SLOPE) is a…

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

Compressed sensing is a new methodology for constructing sensors which allow sparse signals to be efficiently recovered using only a small number of observations. The recovery problem can often be stated as the one of finding the solution…

Parameterized quantum circuits (PQCs) are ubiquitous in the design of hybrid quantum-classical algorithms. In this work, we propose an interpolation-based coordinate descent (ICD) method to address the parameter optimization problem in…

We consider the problem of recovering off-the-grid spikes from linear measurements. The state of the art Over-Parametrized Continuous Orthogonal Matching Pursuit (OP-COMP) with Projected Gradient Descent (PGD) successfully recovers those…

The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS…

In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…

We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…

We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…

Block-coordinate descent (BCD) is the method of choice to solve numerous large scale optimization problems, however their theoretical study for non-convex optimization, has received less attention. In this paper, we present a new…

We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…

We propose a homotopy method for solving mathematical programs with complementarity constraints (CCs). The indicator function of the CCs is relaxed by a Lasry-Lions double envelope, an extension of the Moreau envelope that enjoys an…

Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this…

We present a novel sparse signal reconstruction method "ISD", aiming to achieve fast reconstruction and a reduced requirement on the number of measurements compared to the classical l_1 minimization approach. ISD addresses failed…

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…