The geometry of monotone operator splitting methods

PL Combettes - Acta Numerica, 2024 - cambridge.org
We propose a geometric framework to describe and analyse a wide array of operator
splitting methods for solving monotone inclusion problems. The initial inclusion problem …

Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets

X Qin, NT An - Computational Optimization and Applications, 2019 - Springer
In this paper, the problem of computing the projection, and therefore the minimum distance,
from a point onto a Minkowski sum of general convex sets is studied. Our approach is based …

MM optimization: Proximal distance algorithms, path following, and trust regions

A Landeros, J Xu, K Lange - Proceedings of the National …, 2023 - National Acad Sciences
We briefly review the majorization–minimization (MM) principle and elaborate on the closely
related notion of proximal distance algorithms, a generic approach for solving constrained …

A proximal distance algorithm for likelihood-based sparse covariance estimation

J Xu, K Lange - Biometrika, 2022 - academic.oup.com
This paper addresses the task of estimating a covariance matrix under a patternless sparsity
assumption. In contrast to existing approaches based on thresholding or shrinkage …

Nonconvex optimization via MM algorithms: Convergence theory

K Lange, JH Won, A Landeros, H Zhou - arxiv preprint arxiv:2106.02805, 2021 - arxiv.org
The majorization-minimization (MM) principle is an extremely general framework for deriving
optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal …

Computation of the Hausdorff Distance between Two Compact Convex Sets

K Lange - Algorithms, 2023 - mdpi.com
The Hausdorff distance between two closed sets has important theoretical and practical
applications. Yet apart from finite point clouds, there appear to be no generic algorithms for …

[HTML][HTML] INAUGURAL ARTICLE by a Recently Elected Academy Member: MM optimization: Proximal distance algorithms, path following, and trust regions

A Landeros, J Xu, K Lange - … of the National Academy of Sciences …, 2023 - ncbi.nlm.nih.gov
We briefly review the majorization–minimization (MM) principle and elaborate on the closely
related notion of proximal distance algorithms, a generic approach for solving constrained …

Constrained physical-statistics models for dynamical system identification and prediction

J Donà, M Déchelle, M Lévy, P Gallinari - ICLR 2022-The Tenth …, 2022 - hal.science
Modeling dynamical systems combining prior physical knowledge and machinelearning
(ML) is promising in scientific problems when the underlying processesare not fully …

Simple and scalable sparse k-means clustering via feature ranking

Z Zhang, K Lange, J Xu - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the
feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of …

Closest Farthest Widest

K Lange - Algorithms, 2024 - mdpi.com
The current paper proposes and tests algorithms for finding the diameter of a compact
convex set and the farthest point in the set to another point. For these two nonconvex …