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math.OC2020★ 10 cited
Stochastic optimization with momentum: convergence, fluctuations, and traps avoidance
A. Barakat, P. Bianchi, W. Hachem +1
In this paper, a general stochastic optimization procedure is studied, unifying several variants of the stochastic gradient descent such as, among others, the stochastic heavy ball…
math.OC2020★ 8 cited
Sparse Signal Reconstruction for Nonlinear Models via Piecewise Rational Optimization
Arthur Marmin, Marc Castella, Jean-Christophe Pesquet +1
We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a…