We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...
We consider the problem of estimating and detecting sparse signals over a large area of an image or other medium. We introduce a novel cost function that captures the tradeoff bet...
Abstract—Online optimization allows the continuous restructuring and adaptation of an executing application using live information about its execution environment. The further ad...
Variational relaxations can be used to compute approximate minimizers of optimal partitioning and multiclass labeling problems on continuous domains. While the resulting relaxed co...