相关论文: Convergence of the majorized PAM method with subsp…

We consider the co-design problem of sparse output feedback and row/column-sparse output matrix. A row-sparse (resp. column-sparse) output matrix implies a small number of outputs (resp. sensor measurements). We impose…

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Our recent study (Lin and Ohtsuka, 2024) proposed a new penalty method for solving mathematical programming with complementarity constraints (MPCC). This method first reformulates MPCC as a parameterized nonlinear programming called gap…

We consider the convex minimization model with both linear equality and inequality constraints, and reshape the classic augmented Lagrangian method (ALM) by balancing its subproblems. As a result, one of its subproblems decouples the…

We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not only for updating the penalty parameters, but also for…

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j}…

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

The problem of computing a representation for a real polynomial as a sum of minimum number of squares of polynomials can be casted as finding a symmetric positive semidefinite real matrix (Gram matrix) of minimum rank subject to linear…

We address the problem of solving mixed random linear equations. We have unlabeled observations coming from multiple linear regressions, and each observation corresponds to exactly one of the regression models. The goal is to learn the…

Efficient topology optimization based on the adaptive auxiliary reduced model reanalysis (AARMR) is proposed to improve computational efficiency and scale. In this method, a projection auxiliary reduced model (PARM) is integrated into the…

The continual learning literature has rapidly shifted from traditional class incremental learning (CIL) techniques to foundation model (FM)-based CIL methods without a clear understanding of how these newer approaches compare to strong,…

The minimum action method (MAM) is to calculate the most probable transition path in randomly perturbed stochastic dynamics, based on the idea of action minimization in the path space. The accuracy of the numerical path between different…

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…

In this paper, we consider the iterative method of subspace corrections with random ordering. We prove identities for the expected convergence rate, which can provide sharp estimates for the error reduction per iteration. We also study the…

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…