15 results
Search Results
2. Biorthogonal Greedy Algorithms in convex optimization.
- Author
-
Dereventsov, A.V. and Temlyakov, V.N.
- Subjects
- *
BIORTHOGONAL systems , *GREEDY algorithms , *MATHEMATICAL optimization , *BANACH spaces , *CONVEX sets , *FUNCTION spaces , *CONVEX functions - Abstract
The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given sets of elements. In this paper we propose a unified way of analyzing a certain kind of greedy-type algorithms for the minimization of convex functions on Banach spaces. Specifically, we define the class of Weak Biorthogonal Greedy Algorithms for convex optimization that contains a wide range of greedy algorithms. We analyze the introduced class of algorithms and establish the properties of convergence, rate of convergence, and numerical stability, which is understood in the sense that the steps of the algorithm are allowed to be performed not precisely but with controlled computational inaccuracies. We show that the following well-known algorithms for convex optimization — the Weak Chebyshev Greedy Algorithm (co) and the Weak Greedy Algorithm with Free Relaxation (co) — belong to this class, and introduce a new algorithm — the Rescaled Weak Relaxed Greedy Algorithm (co). Presented numerical experiments demonstrate the practical performance of the aforementioned greedy algorithms in the setting of convex minimization as compared to optimization with regularization, which is the conventional approach of constructing sparse minimizers. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
3. A novel shrinkage operator for tensor completion with low-tubal-rank approximation.
- Author
-
Wu, Guangrong, Li, Haiyang, Tang, Yuchao, Huang, Wenli, and Peng, Jigen
- Subjects
- *
OPERATOR functions , *CONVEX functions , *RESEARCH personnel , *PROBLEM solving - Abstract
The problem of tensor completion (TC) has significant practical significance and a wide range of application backgrounds. Various approaches have been used to solve this problem, including approximating the rank function through its convex envelope, the tensor nuclear norm. However, because of the gap between the rank function and its convex envelope, this method is often unsatisfactory in terms of achieving recovery. As a result, researchers have widely studied explicit non-convex functions that can better approximate the rank function. In this paper, we construct a novel shrinkage operator that functions as the proximal operator of a non-convex function satisfying three critical properties: unbiasedness, sparsity, and continuity. While an explicit analytical expression for the induced non-convex function cannot be obtained, simulation experiments show that it approximates the rank function. By implementing the shrinkage operator in the TC framework, we can show that our iterative sequence converges to the Karush-Kuhn-Tucker (KKT) point. We have discovered that the convergence of the model can be guaranteed as long as certain properties hold for the shrinkage operator. Hence, this result can be extended to a class of shrinkage operators. Extensive experimental results illustrate that our proposed method achieves better recovery performance at the same sampling rate compared to other methods. • We construct a shrinkage operator that satisfies the three important properties. • This shrinkage operator can induce a non-explicit, non-convex function. • Extending the convergence of the model result to a class of shrinkage operators. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
4. A proximal algorithm with backtracked extrapolation for a class of structured fractional programming.
- Author
-
Li, Qia, Shen, Lixin, Zhang, Na, and Zhou, Junpeng
- Subjects
- *
FRACTIONAL programming , *ALGORITHMS , *DIFFERENTIABLE functions , *EXTRAPOLATION , *CONVEX functions , *CALMNESS - Abstract
In this paper, we consider a class of structured fractional minimization problems where the numerator part of the objective is the sum of a convex function and a Lipschitz differentiable (possibly) nonconvex function, while the denominator part is a convex function. By exploiting the structure of the problem, we propose a first-order algorithm, namely, a proximal-gradient-subgradient algorithm with backtracked extrapolation (PGSA_BE) for solving this type of optimization problem. It is worth pointing out that there are a few differences between our backtracked extrapolation and other popular extrapolations used in convex and nonconvex optimization. One of such differences is as follows: if the new iterate obtained from the extrapolated iteration satisfies a backtracking condition, then this new iterate will be replaced by the one generated from the non-extrapolated iteration. We show that any accumulation point of the sequence generated by PGSA_BE is a critical point of the problem regarded. In addition, by assuming that some auxiliary functions satisfy the Kurdyka-Łojasiewicz property, we are able to establish global convergence of the entire sequence, in the case where the denominator is locally Lipschitz differentiable, or its conjugate satisfies the calmness condition. Finally, we present some preliminary numerical results to illustrate the efficiency of PGSA_BE. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
5. Second order estimates for convex solutions of degenerate k-Hessian equations.
- Author
-
Jiao, Heming and Wang, Zhizhang
- Subjects
- *
DIRICHLET problem , *DEGENERATE differential equations , *CONVEX domains , *EQUATIONS , *PROBLEM solving , *CONVEX functions - Abstract
The C 1 , 1 estimate of the Dirichlet problem for degenerate k -Hessian equations with non-homogenous boundary conditions is an open problem, if the right hand side function f is only assumed to satisfy f 1 / (k − 1) ∈ C 1 , 1. In this paper, we solve this problem for convex solutions defined in the strictly convex bounded domain. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
6. Optimality problems in Orlicz spaces.
- Author
-
Musil, Vít, Pick, Luboš, and Takáč, Jakub
- Subjects
- *
ORLICZ spaces , *FUNCTION spaces , *MEMBERSHIP functions (Fuzzy logic) , *CONVEX functions , *MATHEMATICAL models - Abstract
In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the mutual relationship between the data and solution quality. The optimality of the obtained results deserves a special focus. It requires a careful choice of families of function spaces balancing between their expressivity, i.e. the ability to capture fine properties of the model, and their accessibility, i.e. its technical difficulty for practical use. This paper presents a unified and general approach to optimality problems in Orlicz spaces. Orlicz spaces are parametrized by a single convex function and neatly balance the expressivity and accessibility. We prove a general principle that yields an easily verifiable necessary and sufficient condition for the existence or the non-existence of an optimal Orlicz space in various tasks. We demonstrate its use in specific problems, including the continuity of Sobolev embeddings and boundedness of integral operators such as the Hardy–Littlewood maximal operator and the Laplace transform. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
7. Fine properties of symmetric and positive matrix fields with bounded divergence.
- Author
-
De Rosa, Luigi and Tione, Riccardo
- Subjects
- *
SYMMETRIC matrices , *CONVEX functions , *LIONS - Abstract
This paper is concerned with various fine properties of the functional D (A) ≐ ∫ T n det 1 n − 1 (A (x)) d x introduced in [34]. This functional is defined on X p , which is the cone of matrix fields A ∈ L p (T n ; Sym + (n)) with div (A) a bounded measure. We start by correcting a mistake we noted in our [13, Corollary 7] , which concerns the upper semicontinuity of D (A) in X p. We give a proof of a refined correct statement, and we will use it to study the behaviour of D (A) when A ∈ X n n − 1 , which is the critical integrability for D (A). One of our main results gives an explicit bound of the measure generated by D (A k) for a sequence of such matrix fields { A k } k. In particular it allows us to characterize the upper semicontinuity of D (A) in the case A ∈ X n n − 1 in terms of the measure generated by the variation of { div A k } k. We show by explicit example that this characterization fails in X p if p < n n − 1. As a by-product of our characterization we also recover and generalize a result of P.-L. Lions [26,27] on the lack of compactness in the study of Sobolev embeddings. Furthermore, in analogy with Monge-Ampère theory, we give sufficient conditions under which det 1 n − 1 (A) ∈ H 1 (T n) when A ∈ X n n − 1 , generalising the celebrated result of S. Müller [30] when A = cof D 2 φ , for a convex function φ. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
8. Single and multiple illuminant estimation using convex functions.
- Author
-
Abedini, Zeinab and Jamzad, Mansour
- Subjects
LIGHT sources ,COMPUTER vision ,CONVEX functions - Abstract
The lighting situation in which a picture was taken has an impact on its color. Illuminant estimation is crucial in computer vision because the colors of objects vary as illumination changes. For this reason, numerous methods for estimating the illuminant have been suggested. In this paper, we suggest a novel statistic-based method for estimating single and multiple illuminants using convex functions. In this respect, convex functions are used in the two subsequent steps of normalization and weight creation. After using weighted K-means to segment the picture, each segment's associated illuminations are determined. The illumination map for the input image is estimated as a final stage. In this study, we also analyze the effect of convexity on color constancy algorithms and present proofs for the convexity of some statistic-based algorithms. Four different single and multi-illuminant datasets have been used to evaluate the proposed algorithm in terms of two evaluation metrics; recovery and reproduction angular error. We believe that the proposed method could be considered one of the statistical state-of-the-art algorithms. In addition, it has competitive results when compared to most learning-based and deep-learning methods. Further advantages of the proposed algorithm include its simplicity of implementation and low execution time. [Display omitted] • A new statistic-based method with easy implementation and no learning required. • A general statistic-based method for estimating single and multiple illuminations. • Presenting an efficient method that is one of the statistical state-of-the-art methods. • Estimating the local and global illuminations using convex functions. • Algorithm stability against changing the number of light sources and databases. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
9. Performance-based optimization of nonlinear Friction-Folded PTMDs of structures subjected to stochastic excitation.
- Author
-
Fadel Miguel, Leandro F., Lopez, Rafael Holdorf, Carvalho, Hermes, and Beck, André T.
- Subjects
- *
TUNED mass dampers , *WIND pressure , *DRY friction , *GLOBAL optimization , *CONVEX functions - Abstract
Alternative Tuned Mass Damper (TMD) configurations have been proposed in the literature for performance improvement and maintenance, mainly modifying their restoring force or dissipation mechanisms. In this context, Folded-Pendulum TMDs (FPTMDs) are appealing for tuning low-frequency structures because they are compact and easy to retune while avoiding sliding mechanisms. In turn, Friction Dampers (FDs) are equally attractive due to their minimal maintenance and easy desired capacity adjustment. Nevertheless, despite recent advances in integrating FDs with PTMDs, a comprehensive literature survey reveals that Reliability-Based Design Optimization (RBDO) studies for PTMDs or Folded-PTMDs with FDs cannot be found to the best of the authors' knowledge. Hence, the present paper aims at performing an original RBDO of single and multiple Friction-Folded-PTMDs in buildings subjected to stochastic excitation. Unlike the existing optimization studies in this field, a complete nonlinear description (dry friction plus large rotations) is employed because the considered applications involve high-intensity excitations, like wind and seismic loading. Finally, scenarios with multiple absorbers are included due to their associated performance and constructional advantages. Optimal design of multiple Folded-PTMDs with FDs has not yet been addressed, as they increase the optimization problem complexity leading to multimodal and convex objective functions. Accordingly, an active-learning Kriging-based Efficient Global Optimization (EGO) procedure is used, which allows for finding the optimum solutions with only a few objective function evaluations. The application cases to two distinct buildings subject to wind and seismic loadings show that using Friction-FPTMDs allows for obtaining a control strategy with an appropriate performance while ensuring practical advantages over classical TMDs. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
10. An algorithm for training a class of polynomial models.
- Author
-
Popescu, Marius-Claudiu, Grama, Lacrimioara, and Rusu, Corneliu
- Subjects
- *
HOMOGENEOUS polynomials , *POLYNOMIALS , *ALGORITHMS , *CONVEX functions - Abstract
In this paper we propose a new training algorithm for a class of polynomial models. The algorithm is derived using a learning bound for predictors that are convex combinations of functions from simpler classes. In our case, the hypotheses are polynomials over the input features, and they are interpreted as convex combinations of homogeneous polynomials. In addition, the coefficients are restricted to be positive and to sum to 1. This constraint will simplify the interpretation of the model. The training is done by minimizing a surrogate of the learning bound, using an iterative two-phase algorithm. Basically, in the first phase the algorithm decides which monomials of higher degree should be added, and in the second phase the coefficients are recomputed by solving a convex program. We performed several experiments on binary classification datasets from different domains. Experiments show that the algorithm compares favorably in terms of accuracy and speed with other classification methods, including some new interpretable methods like Neural Additive Models and CORELS. In addition, the resulting predictor can sometimes be understood and validated by a domain expert. The code is publicly available. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
11. A new nonconvex relaxation approach for low tubal rank tensor recovery.
- Author
-
Jiang, Baicheng, Liu, Yanhui, Zeng, Xueying, and Wang, Weiguo
- Subjects
- *
TUBAL sterilization , *THRESHOLDING algorithms , *CONVEX functions , *TUBES - Abstract
• The proposed surrogate directly penalizes the singular tubes generated by the t-SVD. • The proposed surrogate equips universality for a group of nonconvex functions. • We propose an iteratively reweighted tube thresholding algorithm with convergence. In this paper, we consider the tensor recovery problem within the low tubal rank framework. A new nonconvex surrogate is proposed to approximate the tensor tubal rank. The main advantage is that it uses a class of nonconvex functions to penalize the singular tubes directly instead of penalizing the singular values as in existing methods. Our proposed surrogate can continuously approximate the tubal rank without breaking its composition structure and keep the intrinsic structural information of the tensor better than existing methods. We then develop an efficient iteratively reweighted tube thresholding algorithm to solve the tensor recovery model equipped with the new tubal rank surrogate and provide the theoretical guarantee for convergence. Simulation results on synthetical and practical data demonstrate the superior performance of the proposed method over several widely used methods in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
12. Two novel reconstruction methods of sparsity adaptive adjustment for road roughness compressive signal based on I-SA and GSM.
- Author
-
Cheng, Zhun and Lu, Zhixiong
- Subjects
- *
GOLDEN ratio , *SIGNAL reconstruction , *SIMULATED annealing , *CONVEX functions , *PAVEMENTS - Abstract
• The compression sampling and reconstruction of road roughness signal were realized. • The proposed ISA-SPA reconstruction method can adaptively match sparsity. • SA-GSM-SPA reconstruction method matched sparsity accurately and consumed less time. • The method presented in the paper was validated on hard pavement and soft pavement. • Sparsity matching equaled to extremal process of convex function approximately. To significantly reduce the storage space of collected road roughness signals and improve the collection rate, the work investigates the compressive sampling and reconstruction of road roughness signals based on compressive sensing theory. Moreover, to overcome the limitations of the classical signal reconstruction method in the case of unknown sparsity, two sparsity adaptive compressive signal reconstruction methods namely those based on the improved simulated annealing (I-SA) algorithm and the golden section method (GSM) are respectively proposed and compared. Both simulated and measured road roughness signals are used to verify the validity of the novel reconstruction methods and the feasibility of road roughness compression and collection. The research results show that the proposed ISA-SPA method (the sparsity adaptive reconstruction method based on the I-SA) completes the sparsity matching optimization with high reconstruction precision (R 2 = 0.9884), but has a high time consumption (about 16.09 s). Moreover, the proposed SA-GSM-SPA method (the sparsity adaptive reconstruction method based on the GSM) has a fast rate of calculation while inheriting the good sparsity estimation result and high reconstruction precision of the ISA-SPA method. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
13. A Riesz representation theorem for functionals on log-concave functions.
- Author
-
Rotem, Liran
- Subjects
- *
FUNCTIONALS , *CONCAVE functions , *CONVEX bodies , *CONVEX geometry , *CONVEX sets , *CONVEX functions - Abstract
The classic Riesz representation theorem characterizes all linear and increasing functionals on the space C c (X) of continuous compactly supported functions. A geometric version of this result, which characterizes all linear increasing functionals on the set of convex bodies in R n , was essentially known to Alexandrov. This was used by Alexandrov to prove the existence of mixed area measures in convex geometry. In this paper we characterize linear and increasing functionals on the class of log-concave functions on R n. Here "linear" means linear with respect to the natural addition on log-concave functions which is the sup-convolution. Equivalently, we characterize pointwise-linear and increasing functionals on the class of convex functions. For some choices of the exact class of functions we prove that there are no non-trivial such functionals. For another choice we obtain the expected analogue of the result for convex bodies. And most interestingly, for yet another choice we find a new unexpected family of such functionals. Finally, we explain the connection between our results and recent work done in convex geometry regarding the surface area measure of a log-concave functions. An application of our results in this direction is also given. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
14. Compression of M♮-convex functions — Flag matroids and valuated permutohedra.
- Author
-
Fujishige, Satoru and Hirai, Hiroshi
- Subjects
- *
MATROIDS , *CONVEX functions , *SPECIAL functions - Abstract
Murota (1998) and Murota and Shioura (1999) introduced concepts of M-convex function and M♮-convex function as discrete convex functions, which are generalizations of valuated matroids due to Dress and Wenzel (1992). In the present paper we consider a new operation defined by a convolution of sections of an M♮-convex function that transforms the given M♮-convex function to an M-convex function, which we call a compression of an M♮-convex function. For the class of valuated generalized matroids, which are special M♮-convex functions, the compression induces a valuated permutohedron together with a decomposition of the valuated generalized matroid into flag-matroid strips , each corresponding to a maximal linearity domain of the induced valuated permutohedron. We examine the details of the structure of flag-matroid strips and the induced valuated permutohedron by means of discrete convex analysis of Murota. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
15. Weighted truncated nuclear norm regularization for low-rank quaternion matrix completion.
- Author
-
Yang, Liqiao, Kou, Kit Ian, and Miao, Jifei
- Subjects
- *
QUATERNION functions , *IMAGE processing , *MATRICES (Mathematics) , *RGB color model , *CONVEX functions - Abstract
In recent years, quaternion matrix completion (QMC) based on low-rank regularization has been gradually used in image processing. Unlike low-rank matrix completion (LRMC) which handles RGB images by recovering each color channel separately, QMC models retain the connection of three channels and process them as a whole. Most of the existing quaternion-based methods formulate low-rank QMC (LRQMC) as a quaternion nuclear norm (a convex relaxation of the rank) minimization problem. The main limitation of these approaches is that they minimize the singular values simultaneously such that cannot approximate low-rank attributes efficiently. To achieve a more accurate low-rank approximation, we introduce a quaternion truncated nuclear norm (QTNN) for LRQMC and utilize the alternating direction method of multipliers (ADMM) to get the optimization in this paper. Further, we propose weights to the residual error quaternion matrix during the update process for accelerating the convergence of the QTNN method with admissible performance. The weighted method utilizes a concise gradient descent strategy which has a theoretical guarantee in optimization. The effectiveness of our method is illustrated by experiments on real visual data sets. • A novel quaternion truncated nuclear norm is proposed for low-rank quaternion completion problem. • An efficient alternating direction method of multipliers is developed to solve the proposed method. • Further, we add weighted matrices during the optimization, and a concise gradient descent strategy is developed with a theoretical guarantee. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.