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In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…

最优化与控制 · 数学 2020-12-02 Qihang Lin , Runchao Ma , Yangyang Xu

The robust low-rank tensor completion problem addresses the challenge of recovering corrupted high-dimensional tensor data with missing entries, outliers, and sparse noise commonly found in real-world applications. Existing methodologies…

机器学习 · 统计学 2026-04-16 Biswarup Karmakar , Ratikanta Behera

We study a class of constrained nonconvex-nonconcave minimax optimization problems in which the inner maximization involves potentially complex constraints. Under the assumption that the inner problem of a novel lifted minimax reformulation…

最优化与控制 · 数学 2026-05-27 Zhaosong Lu , Xiangyuan Wang

This paper focus on recovering multi-dimensional data called tensor from randomly corrupted incomplete observation. Inspired by reweighted $l_1$ norm minimization for sparsity enhancement, this paper proposes a reweighted singular value…

计算机视觉与模式识别 · 计算机科学 2017-07-11 Baburaj M. , Sudhish N. George

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

最优化与控制 · 数学 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…

机器学习 · 统计学 2023-11-01 Wenwu Gong , Zhejun Huang , Lili Yang

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

最优化与控制 · 数学 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

We consider the chance-constrained binary knapsack problem (CKP), where the item weights are independent and normally distributed. We introduce a continuous relaxation for the CKP, represented as a non-convex optimization problem, which we…

最优化与控制 · 数学 2024-03-12 Junyoung Kim , Kyungsik Lee

Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…

最优化与控制 · 数学 2017-05-02 Angang Cui , Jigen Peng , Haiyang Li , Chengyi Zhang , Yongchao Yu

This paper is concerned with the low Tucker-rank tensor completion problem, which is about reconstructing a tensor $ T \in\mathbb{R}^{n\times n \times n}$ of low multilinear rank from partially observed entries. Riemannian optimization…

最优化与控制 · 数学 2023-08-03 Haifeng Wang , Jinchi Chen , Ke Wei

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

最优化与控制 · 数学 2021-03-30 April Sagan , John E. Mitchell

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

信息论 · 计算机科学 2020-02-19 Yicong He , Fei Wang , Yingsong Li , Jing Qin , Badong Chen

The optimization problem of sparse and low-rank matrix recovery is considered, which involves a least squares problem with a rank constraint and a cardinality constraint. To overcome the challenges posed by these constraints, an asymptotic…

最优化与控制 · 数学 2024-03-18 Mingcai Ding , Xiaoliang Song , Bo Yu

We study the tensor robust principal component analysis (TRPCA) problem, a tensorial extension of matrix robust principal component analysis (RPCA), that aims to split the given tensor into an underlying low-rank component and a sparse…

数值分析 · 数学 2024-01-30 HanQin Cai , Zehan Chao , Longxiu Huang , Deanna Needell

Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…

最优化与控制 · 数学 2025-02-21 Qiang Heng , Xiaoqian Liu , Eric C. Chi

This paper introduces a general multi-class approach to weakly supervised classification. Inferring the labels and learning the parameters of the model is usually done jointly through a block-coordinate descent algorithm such as…

机器学习 · 计算机科学 2012-07-03 Armand Joulin , Francis Bach

The objective of this study is to address the problem of background/foreground separation with missing pixels by combining the video acquisition, video recovery, background/foreground separation into a single framework. To achieve this, a…

计算机视觉与模式识别 · 计算机科学 2022-04-12 Bo Shen , Weijun Xie , Zhenyu Kong

Decades of advances in mixed-integer linear programming (MILP) and recent development in mixed-integer second-order-cone programming (MISOCP) have translated very mildly to progresses in global solving nonconvex mixed-integer quadratically…

最优化与控制 · 数学 2018-11-21 Hongbo Dong , Yunqi Luo

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

最优化与控制 · 数学 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

机器学习 · 统计学 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang