Download or read book Convex Optimization Methods for Graphs and Statistical Modeling written by Venkat Chandrasekaran and published by . This book was released on 2011 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: An outstanding challenge in many problems throughout science and engineering is to succinctly characterize the relationships among a large number of interacting entities. Models based on graphs form one major thrust in this thesis, as graphs often provide a concise representation of the interactions among a large set of variables. A second major emphasis of this thesis are classes of structured models that satisfy certain algebraic constraints. The common theme underlying these approaches is the development of computational methods based on convex optimization, which are in turn useful in a broad array of problems in signal processing and machine learning. The specific contributions are as follows: -- We propose a convex optimization method for decomposing the sum of a sparse matrix and a low-rank matrix into the individual components. Based on new rank-sparsity uncertainty principles, we give conditions under which the convex program exactly recovers the underlying components. -- Building on the previous point, we describe a convex optimization approach to latent variable Gaussian graphical model selection. We provide theoretical guarantees of the statistical consistency of this convex program in the high-dimensional scaling regime in which the number of latent/observed variables grows with the number of samples of the observed variables. The algebraic varieties of sparse and low-rank matrices play a prominent role in this analysis. -- We present a general convex optimization formulation for linear inverse problems, in which we have limited measurements in the form of linear functionals of a signal or model of interest. When these underlying models have algebraic structure, the resulting convex programs can be solved exactly or approximately via semidefinite programming. We provide sharp estimates (based on computing certain Gaussian statistics related to the underlying model geometry) of the number of generic linear measurements required for exact and robust recovery in a variety of settings. -- We present convex graph invariants, which are invariants of a graph that are convex functions of the underlying adjacency matrix. Graph invariants characterize structural properties of a graph that do not depend on the labeling of the nodes; convex graph invariants constitute an important subclass, and they provide a systematic and unified computational framework based on convex optimization for solving a number of interesting graph problems. We emphasize a unified view of the underlying convex geometry common to these different frameworks. We describe applications of both these methods to problems in financial modeling and network analysis, and conclude with a discussion of directions for future research.
Download or read book Convex Optimization Algorithms and Statistical Bounds for Learning Structured Models written by Amin Jalali and published by . This book was released on 2016 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Design and analysis of tractable methods for estimation of structured models from massive high-dimensional datasets has been a topic of research in statistics, machine learning and engineering for many years. Regularization, the act of simultaneously optimizing a data fidelity term and a structure-promoting term, is a widely used approach in different machine learning and signal processing tasks. Appropriate regularizers, with efficient optimization techniques, can help in exploiting the prior structural information on the underlying model. This dissertation is focused on exploring new structures, devising efficient convex relaxations for exploiting them, and studying the statistical performance of such estimators. We address three problems under this framework on which we elaborate below. In many applications, we aim to reconstruct models that are known to have more than one structure at the same time. Having a rich literature on exploiting common structures like sparsity and low rank at hand, one could pose similar questions about simultaneously structured models with several low-dimensional structures. Using the respective known convex penalties for the involved structures, we show that multi-objective optimization with these penalties can do no better, order-wise, than exploiting only one of the present structures. This suggests that to fully exploit the multiple structures, we need an entirely new convex relaxation, not one that combines the convex relaxations for each structure. This work, while applicable for general structures, yields interesting results for the case of sparse and low-rank matrices which arise in applications such as sparse phase retrieval and quadratic compressed sensing. We then turn our attention to the design and efficient optimization of convex penalties for structured learning. We introduce a general class of semidefinite representable penalties, called variational Gram functions (VGF), and provide a list of optimization tools for solving regularized estimation problems involving VGFs. Exploiting the variational structure in VGFs, as well as the variational structure in many common loss functions, enables us to devise efficient optimization techniques as well as to provide guarantees on the solutions of many regularized loss minimization problems. Finally, we explore the statistical and computational trade-offs in the community detection problem. We study recovery regimes and algorithms for community detection in sparse graphs generated under a heterogeneous stochastic block model in its most general form. In this quest, we were able to expand the applicability of semidefinite programs (in exact community detection) to some new and important network configurations, which provides us with a better understanding of the ability of semidefinite programs in reaching statistical identifiability limits.
Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Download or read book Large Scale Convex Optimization written by Ernest K. Ryu and published by Cambridge University Press. This book was released on 2022-12-01 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods – including parallel-distributed algorithms – through the abstraction of monotone operators. With the increased computational power and availability of big data over the past decade, applied disciplines have demanded that larger and larger optimization problems be solved. This text covers the first-order convex optimization methods that are uniquely effective at solving these large-scale optimization problems. Readers will have the opportunity to construct and analyze many well-known classical and modern algorithms using monotone operators, and walk away with a solid understanding of the diverse optimization algorithms. Graduate students and researchers in mathematical optimization, operations research, electrical engineering, statistics, and computer science will appreciate this concise introduction to the theory of convex optimization algorithms.
Download or read book Non Convex Multi Objective Optimization written by Panos M. Pardalos and published by Springer. This book was released on 2017-07-27 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent results on non-convex multi-objective optimization problems and methods are presented in this book, with particular attention to expensive black-box objective functions. Multi-objective optimization methods facilitate designers, engineers, and researchers to make decisions on appropriate trade-offs between various conflicting goals. A variety of deterministic and stochastic multi-objective optimization methods are developed in this book. Beginning with basic concepts and a review of non-convex single-objective optimization problems; this book moves on to cover multi-objective branch and bound algorithms, worst-case optimal algorithms (for Lipschitz functions and bi-objective problems), statistical models based algorithms, and probabilistic branch and bound approach. Detailed descriptions of new algorithms for non-convex multi-objective optimization, their theoretical substantiation, and examples for practical applications to the cell formation problem in manufacturing engineering, the process design in chemical engineering, and business process management are included to aide researchers and graduate students in mathematics, computer science, engineering, economics, and business management.
Download or read book Lectures on Modern Convex Optimization written by Aharon Ben-Tal and published by SIAM. This book was released on 2001-01-01 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Download or read book Optimization Methods for Regularized High Dimensional Graphical Model Selection written by Onkar Anant Dalal and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Graphical models yield compact representations of the dependencies present in a multivariate random vector via graphs/networks. Nodes in the graph encode random variables in a high dimensional random vector, and the edges represent different types of associations, such as conditional or marginal dependences. Sparse graphical models have been useful for encoding complex multivariate dependencies in ultra high dimensional sample starved settings, where limited sample sizes often only allow for the estimation of sparse graphs. Given the wide applicability of such models, the field has seen several key contributions from a wide spectrum of communities, including the statistics, machine learning, mathematics, computer science, computational mathematics and optimization communities. Despite tremendous efforts, the vast majority of work on graphical model selection for continuous data have been centered around the multivariate Gaussian distribution. This restriction often poses serious shortcomings in various applications. In this thesis we propose a comprehensive methodology for graphical model selection that goes beyond the Gaussian paradigm. In particular, we propose a nested sequence of families of distributions rooted in probability and statistical theory that enrich the Gaussian, so as to yield a a more flexible family. We demonstrate that our proposed class of distributions, the log-concave elliptical family, has deep and interesting structure. Moreover, this family of multivariate distributions are constructed so as to take advantage of convex optimization tools that yield fast algorithms in order to estimate high dimensional partial correlation graphs. We develop rigorous theory to give a firm foundation to our proposed approach, both from optimization and statistical perspectives. Statistical issues such as identifiability, calculation of the Fisher information, consistency and asymptotic normality are considered. Consistent estimation of the additional shape parameters of the log-concave elliptical family in a way that is computationally tractable is carefully developed. From the optimization perspective, first and second order proximal methods are used for maximizing l1 regularized log-concave elliptical likelihoods, and linear and quadratic rates of convergence for these approaches are established. To our knowledge, our endeavour is the only such approach in the literature with established theory that is applicable in moderate or high dimensions. The methodology is illustrated on both real and simulated data to demonstrate its efficacy.
Download or read book Convex Optimization in Signal Processing and Communications written by Daniel P. Palomar and published by Cambridge University Press. This book was released on 2010 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leading experts provide the theoretical underpinnings of the subject plus tutorials on a wide range of applications, from automatic code generation to robust broadband beamforming. Emphasis on cutting-edge research and formulating problems in convex form make this an ideal textbook for advanced graduate courses and a useful self-study guide.
Download or read book Introduction to Online Convex Optimization second edition written by Elad Hazan and published by MIT Press. This book was released on 2022-09-06 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: New edition of a graduate-level textbook on that focuses on online convex optimization, a machine learning framework that views optimization as a process. In many practical applications, the environment is so complex that it is not feasible to lay out a comprehensive theoretical model and use classical algorithmic theory and/or mathematical optimization. Introduction to Online Convex Optimization presents a robust machine learning approach that contains elements of mathematical optimization, game theory, and learning theory: an optimization method that learns from experience as more aspects of the problem are observed. This view of optimization as a process has led to some spectacular successes in modeling and systems that have become part of our daily lives. Based on the “Theoretical Machine Learning” course taught by the author at Princeton University, the second edition of this widely used graduate level text features: Thoroughly updated material throughout New chapters on boosting, adaptive regret, and approachability and expanded exposition on optimization Examples of applications, including prediction from expert advice, portfolio selection, matrix completion and recommendation systems, SVM training, offered throughout Exercises that guide students in completing parts of proofs
Download or read book Convex Optimization written by Sébastien Bubeck and published by Foundations and Trends (R) in Machine Learning. This book was released on 2015-11-12 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. It begins with the fundamental theory of black-box optimization and proceeds to guide the reader through recent advances in structural optimization and stochastic optimization. The presentation of black-box optimization, strongly influenced by the seminal book by Nesterov, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. Special attention is also given to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging), and discussing their relevance in machine learning. The text provides a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization it discusses stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. It also briefly touches upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.
Download or read book Advances in Visual Computing written by George Bebis and published by Springer Science & Business Media. This book was released on 2010-11-05 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three volume set LNCS 6453, LNCS 6454, and LNCS 6455 constitutes the refereed proceedings of the 6th International Symposium on Visual Computing, ISVC 2010, held in Las Vegas, NV, USA, in November/December 2010. The 93 revised full papers and 73 poster papers presented together with 44 full and 6 poster papers of 7 special tracks were carefully reviewed and selected from more than 300 submissions. The papers of part I (LNCS 6453) are organized in computational bioimaging, computer graphics, behavior detection and modeling, low-level color image processing, feature extraction and matching, visualization, motion and tracking, unconstrained biometrics: advances and trends, 3D mapping, modeling and surface reconstruction, and virtual reality. Part II (LNCS 6454) comprises topics such as calibration, pose estimation, and reconstruction, segmentation, stereo, registration, medical imaging, low cost virtual reality: expanding horizons, best practices in teaching visual computing, applications, and video analysis and event recognition. Part III (LNCS 6455) mainly contains papers of the poster session and concludes with contributions addressing visualization, as well as motion and tracking.
Download or read book Convex Optimization written by Mikhail Moklyachuk and published by John Wiley & Sons. This book was released on 2021-01-05 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides easy access to the basic principles and methods for solving constrained and unconstrained convex optimization problems. Included are sections that cover: basic methods for solving constrained and unconstrained optimization problems with differentiable objective functions; convex sets and their properties; convex functions and their properties and generalizations; and basic principles of sub-differential calculus and convex programming problems. Convex Optimization provides detailed proofs for most of the results presented in the book and also includes many figures and exercises for a better understanding of the material. Exercises are given at the end of each chapter, with solutions and hints to selected exercises given at the end of the book. Undergraduate and graduate students, researchers in different disciplines, as well as practitioners will all benefit from this accessible approach to convex optimization methods.
Download or read book Convex Analysis for Optimization written by Jan Brinkhuis and published by Springer Nature. This book was released on 2020-05-05 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including numerous examples and illustrations, it presents everything readers need to know about convexity and convex optimization. The book introduces a systematic three-step method for doing everything, which can be summarized as "conify, work, deconify". It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental principles of convex optimization and their use in the complete analysis of convex optimization problems by means of a systematic four-step method. Lastly, it includes chapters on alternative formulations of optimality conditions and on illustrations of their use. "The author deals with the delicate subjects in a precise yet light-minded spirit... For experts in the field, this book not only offers a unifying view, but also opens a door to new discoveries in convexity and optimization...perfectly suited for classroom teaching." Shuzhong Zhang, Professor of Industrial and Systems Engineering, University of Minnesota
Download or read book Handbook of Convex Optimization Methods in Imaging Science written by Vishal Monga and published by Springer. This book was released on 2017-10-27 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers recent advances in image processing and imaging sciences from an optimization viewpoint, especially convex optimization with the goal of designing tractable algorithms. Throughout the handbook, the authors introduce topics on the most key aspects of image acquisition and processing that are based on the formulation and solution of novel optimization problems. The first part includes a review of the mathematical methods and foundations required, and covers topics in image quality optimization and assessment. The second part of the book discusses concepts in image formation and capture from color imaging to radar and multispectral imaging. The third part focuses on sparsity constrained optimization in image processing and vision and includes inverse problems such as image restoration and de-noising, image classification and recognition and learning-based problems pertinent to image understanding. Throughout, convex optimization techniques are shown to be a critically important mathematical tool for imaging science problems and applied extensively. Convex Optimization Methods in Imaging Science is the first book of its kind and will appeal to undergraduate and graduate students, industrial researchers and engineers and those generally interested in computational aspects of modern, real-world imaging and image processing problems.
Download or read book Advances in Visual Computing written by Richard Boyle and published by Springer. This book was released on 2010-11-19 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is with great pleasure that we present the proceedings of the 6th Inter- tional, Symposium on Visual Computing (ISVC 2010), which was held in Las Vegas, Nevada. ISVC provides a common umbrella for the four main areas of visual computing including vision, graphics, visualization, and virtual reality. The goal is to provide a forum for researchers, scientists, engineers, and pr- titioners throughout the world to present their latest research ?ndings, ideas, developments, and applications in the broader area of visual computing. This year, the program consisted of 14 oral sessions, one poster session, 7 special tracks, and 6 keynote presentations. The response to the call for papers was very good; we received over 300 submissions for the main symposium from which we accepted 93 papers for oral presentation and 73 papers for poster p- sentation. Special track papers were solicited separately through the Organizing and Program Committees of each track. A total of 44 papers were accepted for oral presentation and 6 papers for poster presentation in the special tracks.
Download or read book Convex Optimization Techniques for Geometric Covering Problems written by Jan Hendrik Rolfes and published by BoD – Books on Demand. This book was released on 2021-09-15 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present thesis is a commencement of a generalization of covering results in specific settings, such as the Euclidean space or the sphere, to arbitrary compact metric spaces. In particular we consider coverings of compact metric spaces $(X,d)$ by balls of radius $r$. We are interested in the minimum number of such balls needed to cover $X$, denoted by $\Ncal(X,r)$. For finite $X$ this problem coincides with an instance of the combinatorial \textsc{set cover} problem, which is $\mathrm{NP}$-complete. We illustrate approximation techniques based on the moment method of Lasserre for finite graphs and generalize these techniques to compact metric spaces $X$ to obtain upper and lower bounds for $\Ncal(X,r)$. \\ The upper bounds in this thesis follow from the application of a greedy algorithm on the space $X$. Its approximation quality is obtained by a generalization of the analysis of Chv\'atal's algorithm for the weighted case of \textsc{set cover}. We apply this greedy algorithm to the spherical case $X=S^n$ and retrieve the best non-asymptotic bound of B\"or\"oczky and Wintsche. Additionally, the algorithm can be used to determine coverings of Euclidean space with arbitrary measurable objects having non-empty interior. The quality of these coverings slightly improves a bound of Nasz\'odi. \\ For the lower bounds we develop a sequence of bounds $\Ncal^t(X,r)$ that converge after finitely (say $\alpha\in\N$) many steps: $$\Ncal^1(X,r)\leq \ldots \leq \Ncal^\alpha(X,r)=\Ncal(X,r).$$ The drawback of this sequence is that the bounds $\Ncal^t(X,r)$ are increasingly difficult to compute, since they are the objective values of infinite-dimensional conic programs whose number of constraints and dimension of underlying cones grow accordingly to $t$. We show that these programs satisfy strong duality and derive a finite dimensional semidefinite program to approximate $\Ncal^2(S^2,r)$ to arbitrary precision. Our results rely in part on the moment methods developed by de Laat and Vallentin for the packing problem on topological packing graphs. However, in the covering problem we have to deal with two types of constraints instead of one type as in packing problems and consequently additional work is required.
Download or read book Introductory Lectures on Convex Optimization written by Y. Nesterov and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: It was in the middle of the 1980s, when the seminal paper by Kar markar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre diction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and direc tions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly develop ing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. Afteralmost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12].
