Constrained composite optimization and augmented Lagrangian methods
We investigate finite-dimensional constrained structured optimization problems, featuring
composite objective functions and set-membership constraints. Offering an expressive yet …
composite objective functions and set-membership constraints. Offering an expressive yet …
The improved wavelet denoising scheme based on robust principal component analysis for distributed fiber acoustic sensor
H Wu, Y Zhang, H Chen, W Xiao, L Huang… - IEEE Sensors …, 2023 - ieeexplore.ieee.org
Aiming at the problems of large background noise of acoustic signals collected by
distributed fiber acoustic sensor (DAS) system and unsatisfactory noise filtering effect of …
distributed fiber acoustic sensor (DAS) system and unsatisfactory noise filtering effect of …
Finding stationary points on bounded-rank matrices: A geometric hurdle and a smooth remedy
We consider the problem of provably finding a stationary point of a smooth function to be
minimized on the variety of bounded-rank matrices. This turns out to be unexpectedly …
minimized on the variety of bounded-rank matrices. This turns out to be unexpectedly …
Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions
We consider a composite optimization problem where the sum of a continuously
differentiable and a merely lower semicontinuous function has to be minimized. The …
differentiable and a merely lower semicontinuous function has to be minimized. The …
Proximal gradient methods beyond monotony
A De Marchi - Journal of Nonsmooth Analysis and …, 2023 - jnsao.episciences.org
We address composite optimization problems, which consist in minimizing the sum of a
smooth and a merely lower semicontinuous function, without any convexity assumptions …
smooth and a merely lower semicontinuous function, without any convexity assumptions …
Local properties and augmented Lagrangians in fully nonconvex composite optimization
A De Marchi, P Mehlitz - Journal of Nonsmooth Analysis and …, 2024 - jnsao.episciences.org
A broad class of optimization problems can be cast in composite form, that is, considering
the minimization of the composition of a lower semicontinuous function with a differentiable …
the minimization of the composition of a lower semicontinuous function with a differentiable …
[HTML][HTML] An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems
To solve convex constrained minimization problems, that also include a cardinality
constraint, we propose an augmented Lagrangian scheme combined with alternating …
constraint, we propose an augmented Lagrangian scheme combined with alternating …
Zero-one composite optimization: Lyapunov exact penalty and a globally convergent inexact augmented Lagrangian method
P Zhang, N Xiu, Z Luo - Mathematics of Operations …, 2024 - pubsonline.informs.org
We consider the problem of minimizing the sum of a smooth function and a composition of a
zero-one loss function with a linear operator, namely the zero-one composite optimization …
zero-one loss function with a linear operator, namely the zero-one composite optimization …
An apocalypse-free first-order low-rank optimization algorithm with at most one rank reduction attempt per iteration
We consider the problem of minimizing a differentiable function with locally Lipschitz
continuous gradient over the real determinantal variety, and present a first-order algorithm …
continuous gradient over the real determinantal variety, and present a first-order algorithm …
First-order optimization on stratified sets
We consider the problem of minimizing a differentiable function with locally Lipschitz
continuous gradient on a stratified set and present a first-order algorithm designed to find a …
continuous gradient on a stratified set and present a first-order algorithm designed to find a …