163 citations · 704 across the 74 of their papers we have counts for
6 papers · 2 filters
Basis Pursuit Denoise with Nonsmooth Constraints
Robert Baraldi, Rajiv Kumar, Aleksandr Aravkin
Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations ar…
A Relaxed Optimization Approach for Cardinality-Constrained Portfolio Optimization
Jize Zhang, Tim Leung, Aleksandr Aravkin
A cardinality-constrained portfolio caps the number of stocks to be traded across and within groups or sectors. These limitations arise from real-world scenarios faced by fund mana…
Relaxation algorithms for matrix completion, with applications to seismic travel-time data interpolation
Robert Baraldi, Carl Ulberg, Rajiv Kumar +2
Travel time tomography is used to infer the underlying three-dimensional wavespeed structure of the Earth by fitting seismic travel time data collected at surface stations. Data in…
Simultaneous shot inversion for nonuniform geometries using fast data interpolation
Michelle Liu, Rajiv Kumar, Eldad Haber +1
Stochastic optimization is key to efficient inversion in PDE-constrained optimization. Using 'simultaneous shots', or random superposition of source terms, works very well in simpl…
Fast Robust Methods for Singular State-Space Models
Jonathan Jonker, Aleksandr Y. Aravkin, James V. Burke +2
State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorith…
Relax-and-split method for nonsmooth nonconvex problems
Peng Zheng, Aleksandr Aravkin
We develop and analyze a new `relax-and-split' (RS) approach for compositions of separable nonconvex nonsmooth functions with linear maps. RS uses a relaxation technique together w…