The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical fast convergence rate under weak conditions. However, for problems such as X-ray co…
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
A new method solves distributed optimization problems over networks.
New methods for convex optimization with locally Lipschitz gradient, achieving faster convergence.
Motivated by big data applications, first-order methods have been extremely popular in recent years. However, naive gradient methods generally converge slowly. Hence, much efforts have been made to accelerate various first-order methods. This paper proposes two accelerated methods towards solving structured linearly co…
A new model reduces noise and speeds up subspace segmentation.
A new method solves complex constrained minimax problems.
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…
A new method tackles nonconvex optimization with penalties and proximal terms.
New method solves constrained optimization problems efficiently.
Efficiently solves Elastic Net in high dimensions with Newton method.
Stochastic approach improves neural network training for kinetic simulations.
The study explores Legendrian fillings and augmentations, providing methods to compute induced augmentations.
Statistical image reconstruction (SIR) methods are studied extensively for X-ray computed tomography (CT) due to the potential of acquiring CT scans with reduced X-ray dose while maintaining image quality. However, the longer reconstruction time of SIR methods hinders their use in X-ray CT in practice. To accelerate st…
In this paper we study decomposition methods based on separable approximations for minimizing the augmented Lagrangian. In particular, we study and compare the Diagonal Quadratic Approximation Method (DQAM) of Mulvey and Ruszczyński and the Parallel Coordinate Descent Method (PCDM) of Richtárik and Takáč. We show that …
Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…
For a Legendrian torus knot or link with maximal Thurston-Bennequin number, Ekholm, Honda, and Kálmán constructed exact Lagrangian fillings, where is the -th Catalan number. We show that these exact Lagrangian fillings are pairwise non-isotopic through exact Lagrangian isotopy. To do that, we com…
To a Legendrian knot, one can associate an category, the augmentation category. An exact Lagrangian cobordism between two Legendrian knots gives a functor of the augmentation categories of the two knots. We study the functor and establish a long exact sequence relating the corresponding cohomolog…
Study of Legendrian links using Floer theory and cluster varieties.
Study uses Newton polytopes to distinguish Lagrangian fillings of Legendrian submanifolds.
We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. More…
New method fills cluster seeds with exact Lagrangian structures.
Torsion found in knot homology, challenging augmentation theories.
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the …
The paper develops methods for time-varying constrained online convex optimization.
New augmentations of twist knots found that can't be filled.
New algorithm reduces regret in CMDPs without cancellation of errors.
In this paper, we propose a novel approach in order to recover a quantized matrix with missing information. We propose a regularized convex cost function composed of a log-likelihood term and a Trace norm term. The Bi-factorization approach and the Augmented Lagrangian Method (ALM) are applied to find the global minimi…
Paper proposes distributed optimization for federated learning with theoretical guarantees.
Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this paper, we present an inexact augmented Lagrangian method to solve the Lasso problem …
Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.
A new method solves large-scale sparse group square-root Lasso problems efficiently.
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of t…
The paper connects Legendrian links to cluster theory and exact Lagrangian fillings.
Paper proposes ASCCA for sparse CCA with trace Lasso regularization.
A major challenge in computed tomography (CT) is to reduce X-ray dose to a low or even ultra-low level while maintaining the high quality of reconstructed images. We propose a new method for CT reconstruction that combines penalized weighted-least squares reconstruction (PWLS) with regularization based on a sparsifying…
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…
A new decentralized algorithm DESTINY solves optimization over Stiefel manifold with single communication round.
New offline RL algorithms tackle partial data coverage with optimal performance and practicality.
This review article surveys data augmentation MCMC algorithms.
A parameter-invariant variational problem with a manifestly covariant Lagrangian function of second order is considered, which covers the case of the free relativistic top at constraint manifold of constant acceleration
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymp…
New algorithm solves stochastic optimization problems with unknown gradients.
We introduce a notion of cardinality for the augmentation category associated to a Legendrian knot or link in standard contact R^3. This `homotopy cardinality' is an invariant of the category and allows for a weighted count of augmentations, which we prove to be determined by the ruling polynomial of the link. We prese…
We provide an explicit example of a non trivial Legendrian knot such that there exists a Lagrangian concordance from to where is the trivial Legendrian knot. We then use the map induced in Legendrian contact homology by a concordance and the augmentation category of to show that no Lagrangian co…
Memory-augmented neural networks (MANNs) are designed for question-answering tasks. It is difficult to run a MANN effectively on accelerators designed for other neural networks (NNs), in particular on mobile devices, because MANNs require recurrent data paths and various types of operations related to external memory a…
The paper studies how Lagrangian cobordisms affect DGAs of Legendrian ends.
We study the connection between topological strings and contact homology recently proposed in the context of knot invariants. In particular, we establish the proposed relation between the Gromov-Witten disk amplitudes of a Lagrangian associated to a knot and augmentations of its contact homology algebra. This also impl…
Large-batch SGD is important for scaling training of deep neural networks. However, without fine-tuning hyperparameter schedules, the generalization of the model may be hampered. We propose to use batch augmentation: replicating instances of samples within the same batch with different data augmentations. Batch augment…