相关论文: DC algorithms for a class of sparse group $\ell_0$…

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularization has received considerable attention due to its superiorities on sparsity-inducing and bias reduction over the $l_1$ regularization.In this paper, we propose a cyclic…

This paper conducts a comparative study of proximal gradient methods (PGMs) and proximal DC algorithms (PDCAs) for sparse regression problems which can be cast as Difference-of-two-Convex-functions (DC) optimization problems. It has been…

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be…

Consensus optimization enables autonomous agents to solve joint tasks through peer-to-peer exchanges alone. Classical decentralized gradient descent is appealing for its minimal state but fails to achieve exact consensus with fixed…

We present an ordinary differential equations approach to the analysis of algorithms for constructing $l_1$ minimizing solutions to underdetermined linear systems of full rank. It involves a relaxed minimization problem whose minimum is…

We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…

In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…

The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…

Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we…

This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…

In this paper, we investigate a group sparse optimization problem via $\ell_{p,q}$ regularization in three aspects: theory, algorithm and application. In the theoretical aspect, by introducing a notion of group restricted eigenvalue…

Block elimination algorithms for solving sparse discrete optimization problems are considered. The numerical example is provided. The benchmarking is done in order to define real computational capabilities of block elimination algorithms…

Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…

Coordinate-wise minimization is a simple popular method for large-scale optimization. Unfortunately, for general (non-differentiable) convex problems it may not find global minima. We present a class of linear programs that coordinate-wise…

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…