\(\) We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other may be nonsmooth. The key highlight of our approach is in a natural property of the resulting problem’s structure which provides us with a variable-metric selection method and a step-length selection … Read more
In this paper, we propose a stochastic Gauss-Newton (SGN) algorithm to study the online principal component analysis (OPCA) problem, which is formulated by using the symmetric low-rank product (SLRP) model for dominant eigenspace calculation. Compared with existing OPCA solvers, SGN is of improved robustness with respect to the varying input data and algorithm parameters. In … Read more
We present DFO-GN, a derivative-free version of the Gauss-Newton method for solving nonlinear least-squares problems. As is common in derivative-free optimization, DFO-GN uses interpolation of function values to build a model of the objective, which is then used within a trust-region framework to give a globally-convergent algorithm requiring $O(\epsilon^{-2})$ iterations to reach approximate first-order criticality … Read more
We derive a robust primal-dual interior-point algorithm for a semidefinite programming, SDP, relaxation for sensor localization with anchors and with noisy distance information. The relaxation is based on finding a Euclidean Distance Matrix, EDM, that is nearest in the Frobenius norm for the known noisy distances and that satisfies given upper and lower bounds on … Read more
Structural Alignment is an important tool for fold identification of proteins, structural screening on ligand databases, pharmacophore identification and other applications. In the general case, the optimization problem of superimposing two structures is nonsmooth and nonconvex, so that most popular methods are heuristic and do not employ derivative information. Usually, these methods do not admit … Read more