相关论文: A Preconditioned Interior Point Method for Support…

This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…

The Nystrom method is a popular technique that uses a small number of landmark points to compute a fixed-rank approximation of large kernel matrices that arise in machine learning problems. In practice, to ensure high quality…

Solution methods for the nonlinear partial differential equation of the Rudin-Osher-Fatemi (ROF) and minimum-surface models are fundamental for many modern applications. Many efficient algorithms have been proposed. First order methods are…

Support vector machines (SVMs) are invaluable tools for many practical applications in artificial intelligence, e.g., classification and event recognition. However, popular SVM solvers are not sufficiently efficient for applications with a…

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Advanced Krylov subspace methods are investigated for the solution of large sparse linear systems arising from stiff adjoint-based aerodynamic shape optimization problems. A special attention is paid to the flexible inner-outer GMRES…

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Traditional Support Vector Machine (SVM) classification is carried out by finding the max-margin classifier for the training data that divides the margin space into two equal sub-spaces. This study demonstrates limitations of performing…

Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…

Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…

Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…

Non-negative matrix factorization (NMF) is a matrix decomposition problem with applications in unsupervised learning. The general form of this problem (along with many of its variants) is NP-hard in nature. In our work, we explore how this…

Recent advance on linear support vector machine with the 0-1 soft margin loss ($L_{0/1}$-SVM) shows that the 0-1 loss problem can be solved directly. However, its theoretical and algorithmic requirements restrict us extending the linear…

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Several supermodular losses have been shown to improve the perceptual quality of image segmentation in a discriminative framework such as a structured output support vector machine (SVM). These loss functions do not necessarily have the…

With the advancement of communication and security technologies, it has become crucial to have robustness of embedded biometric systems. This paper presents the realization of such technologies which demands reliable and error-free…

Typically, nonlinear Support Vector Machines (SVMs) produce significantly higher classification quality when compared to linear ones but, at the same time, their computational complexity is prohibitive for large-scale datasets: this…

Deep neural networks have become the standard approach to building reliable Natural Language Processing (NLP) applications, ranging from Neural Machine Translation (NMT) to dialogue systems. However, improving accuracy by increasing the…

In this paper we present an active-set method for the solution of $\ell_1$-regularized convex quadratic optimization problems. It is derived by combining a proximal method of multipliers (PMM) strategy with a standard semismooth Newton…

Many problems of substantial current interest in machine learning, statistics, and data science can be formulated as sparse and low-rank optimization problems. In this paper, we present the nonconvex exterior-point optimization solver NExOS…