相关论文: Group sparse optimization for inpainting of random…
We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…
We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…
We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…
Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…
We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…
This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…
Optimization problems with uncertainty in the constraints occur in many applications. Particularly, probability functions present a natural form to deal with this situation. Nevertheless, in some cases, the resulting probability functions…
Using the 4th and the 3rd degree spherical harmonics as the representations for volumetric frames, we describe a simple algebraic technique for combining multiple frame orientation constraints into a single quadratic penalty function. This…
We propose an optimisation method for the inverse structural design of self-assembly of anisotropic patchy particles. The anisotropic interaction can be expressed by the spherical harmonics of the surface pattern on a patchy particle, and…
In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
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…
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…
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.…
This paper presents an iterative scheme that converges to the solution of a pseudo-monotone variational inequality problem in the setting of $\mathbb{R}^{n}$. Traditional methods often require projections onto the feasible set…
We introduce an arbitrary order, computationally efficient method to smooth corners on curves in the plane, as well as edges and vertices on surfaces in $\mathbb R^3$. The method is local, only modifying the original surface in a…
This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…
We consider discretized two-dimensional PDE-constrained shape optimization problems, in which shapes are represented by triangular meshes. Given the connectivity, the space of admissible vertex positions was recently identified to be a…
We present a method for finding lower bounds on the global infima of integral variational problems, wherein $\int_\Omega f(x,u(x),\nabla u(x)){\rm d}x$ is minimized over functions $u\colon\Omega\subset\mathbb{R}^n\to\mathbb{R}^m$ satisfying…
Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…