相关论文: A Line--Search--Based Stochastic Gradient Method f…

Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…

A challenge in high-dimensional inverse problems is developing iterative solvers to find the accurate solution of regularized optimization problems with low computational cost. An important example is computed tomography (CT) where both…

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

The machine learning community has witnessed impressive advancements since large language models (LLMs) first appeared. Yet, their massive memory consumption has become a significant roadblock to large-scale training. For instance, a 7B…

Efficient optimization remains a fundamental challenge across numerous scientific and engineering domains, especially when objective function and gradient evaluations are computationally expensive. While zeroth-order optimization methods…

Synthetic aperture radar (SAR) tomography (TomoSAR) has attracted remarkable interest for its ability in achieving three-dimensional reconstruction along the elevation direction from multiple observations. In recent years, compressed…

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a…

The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…

A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for strongly-convex and smooth functions. Our analysis is much simpler in contrast to a similar…

The classical line search for learning rate (LR) tuning in the stochastic gradient descent (SGD) algorithm can tame the convergence slowdown due to data-sampling noise. In a federated setting, wherein the client heterogeneity introduces a…

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

While filtered back projection (FBP) is still the method of choice for fast tomographic reconstruction, its performance degrades noticeably in the presence of noise, incomplete sampling, or non-standard scan geometries. We propose a…

We propose a federated algorithm for reconstructing images using multimodal tomographic data sourced from dispersed locations, addressing the challenges of traditional unimodal approaches that are prone to noise and reduced image quality.…

Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

Lensless in-line holography is a simple, portable, and cost-effective method of imaging especially for the biomedical microscopy applications. We propose a multiplicative gradient descent optimization based method to obtain multi-depth…

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

In this paper, we study the generalized phase retrieval problem: to recover a signal $\bm{x}\in\mathbb{C}^n$ from the measurements $y_r=\lvert \langle\bm{a}_r,\bm{x}\rangle\rvert^2$, $r=1,2,\ldots,m$. The problem can be reformulated as a…

We propose a randomized first order optimization algorithm Gradient Projection Iterative Sketch (GPIS) and an accelerated variant for efficiently solving large scale constrained Least Squares (LS). We provide theoretical convergence…

Despite its exceptional soft tissue contrast, Magnetic Resonance Imaging (MRI) faces the challenge of long scanning times compared to other modalities like X-ray radiography. Shortening scanning times is crucial in clinical settings, as it…

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…