相关论文: Near-Optimal Bounds for Generalized Orthogonal Pro…

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

We investigate in this paper the generalized trust region subproblem (GTRS) of minimizing a general quadratic objective function subject to a general quadratic inequality constraint. By applying a simultaneous block diagonalization…

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

A major challenge in single particle reconstruction from cryo-electron microscopy is to establish a reliable ab-initio three-dimensional model using two-dimensional projection images with unknown orientations. Common-lines based methods…

The Procrustes-Wasserstein problem consists in matching two high-dimensional point clouds in an unsupervised setting, and has many applications in natural language processing and computer vision. We consider a planted model with two…

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Nonconvex constrained optimization problems can be used to model a number of machine learning problems, such as multi-class Neyman-Pearson classification and constrained Markov decision processes. However, such kinds of problems are…

Many numerical algorithms have been established to reconstruct pressure fields from measured kinematic data with noise by Particle Image Velocimetry (PIV), such as the Pressure Poisson solver and the Omni-Directional Integration (ODI)…

In this paper, we consider a class of generalized orthogonal optimization constraint problems (GOOCP) over $\mathbb{R}^{n \times p}$, where the variable $X$ is restricted within the intersection of a certain subspace $\mathcal{F}$ and…

We propose a novel stochastic approximation algorithm, termed PMQSopt, for solving weakly convex stochastic optimization problems involving expectation-valued functions. The algorithm is constructed by integrating the proximal method of…

In this paper, we consider the model reduction problem of large-scale systems, such as systems obtained through the discretization of partial differential equations. We propose a computationally optimal randomized proper orthogonal…

This paper is concerned with the fundamental problem of estimating chirp parameters from a mixture of linear chirp signals. Unlike most previous methods, which solve the problem by discretizing the parameter space and then estimating the…

We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a Polynomial Optimization Problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming…

Traditional largest normalize residual (LNR) test for bad data identification relies on state estimation residuals and thus can only be implemented after running Power System State Estimation (PSSE). LNR may fail to detect bad data in…

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

This paper proposes a universal algorithm for convex minimization problems of the composite form $g_0(x)+h(g_1(x),\dots, g_m(x)) + u(x)$. We allow each $g_j$ to independently range from being nonsmooth Lipschitz to smooth, from convex to…

Recent results showed that point cloud registration with given correspondences can be made robust to outlier rates of up to 95\% using the truncated least squares (TLS) formulation. However, solving this combinatorial optimization problem…