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A primal-dual algorithmic framework for constrained convex minimization (2014)

by Q Tran-Dinh, V Cevher
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Constrained convex minimization via model-based excessive gap

by Quoc Tran-dinh, Volkan Cevher - in Proceedings of Neural Information Processing Systems Foundation (NIPS , 2014
"... We introduce a model-based excessive gap technique to analyze first-order primal-dual methods for constrained convex minimization. As a result, we construct first-order primal-dual methods with optimal convergence rates on the primal objec-tive residual and the primal feasibility gap of their iterat ..."
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We introduce a model-based excessive gap technique to analyze first-order primal-dual methods for constrained convex minimization. As a result, we construct first-order primal-dual methods with optimal convergence rates on the primal objec-tive residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-center selection strategy, our framework subsumes the augmented Lagrangian, alternating direction, and dual fast-gradient methods as special cases, where our rates apply. 1
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...negative at all times as compared to the unconstrained setting, where we trivially have f(xk)− f? ≥ 0. Hitherto, the convergence results of state-of-the-art methods are far from ideal; see Table 1 in =-=[28]-=-. Most algorithms have guarantees in the ergodic sense [8, 9, 10, 11, 12, 13, 14] with non-optimal rates, which diminishes the practical performance; they rely on special function properties to improv...

Structured Sampling and Recovery of iEEG Signals

by Luca Baldassarre, Cosimo Aprile, Mahsa Shoaran, Yusuf Leblebici, Volkan Cevher
"... Abstract—Wireless implantable devices capable of monitoring the electrical activity of the brain are becoming an important tool for understanding, and potentially treating, mental diseases such as epilepsy and depression. Compressive sensing (CS) is emerging as a promising approach to directly acqui ..."
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Abstract—Wireless implantable devices capable of monitoring the electrical activity of the brain are becoming an important tool for understanding, and potentially treating, mental diseases such as epilepsy and depression. Compressive sensing (CS) is emerging as a promising approach to directly acquire compressed signals, allowing to reduce the power consumption associated with data transmission. To this end, we propose an efficient CS scheme which exploits the structure of the intracranial EEG signals, both in sampling and recovery. Our structure-aware approach is conceptually simple to implement in hardware and yields state-of-the-art compression rates up to 32x with high reconstruction quality, as illustrated on two human iEEG datasets.
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...21-146750 and SNF CRSII2-147633. computation of the Hadamard transform, the tractability of the structure-promoting function [10] and the convergence rate of the primal-dual optimization algorithm of =-=[11]-=-. In a few words, we reap the benefits of both structured sampling and structured recovery to yield state-of-the-art compression of up to 32x, while maintaining a high signal reconstruction quality as...

Primal-Dual Approaches for Solving Large-Scale Optimization Problems

by Nikos Komodakis, Jean-christophe Pesquet , 2014
"... ar ..."
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...EEE SIGNAL PROCESSING MAGAZINE 12 This algorithm has been known for a long time [19], [28] although it has attracted recently much interest in the signal and image processing community (see e.g. [29]–=-=[34]-=-). A condition for the convergence of ADMM is as follows: CONVERGENCE OF ADMM Under the assumptions that • rank(L) = N , • Problem (19) admits a solution, • int (dom g) ∩ L(dom f) 6= ∅ or dom g ∩ int ...

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