Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Extensions to the Proximal Distance Method of Constrained Optimization   The current paper studies the problem of minimizing a loss
$f(\boldsymbol{x})$ subject to constraints of the form
$\boldsymbol{D}\boldsymbol{x} \in S$, where $S$ is a closed set, convex or not,
and $\boldsymbol{D}$ is a matrix that fuses parameters. Fusion constraints can
capture smoothness, sparsity, or more general constraint patterns. To tackle
this generic class of problems, we combine the Beltrami-Courant penalty method
with the proximal distance principle. The latter is driven by minimization of
penalized objectives
$f(\boldsymbol{x})+\frac{\rho}{2}\text{dist}(\boldsymbol{D}\boldsymbol{x},S)^2$
involving large tuning constants $\rho$ and the squared Euclidean distance of
$\boldsymbol{D}\boldsymbol{x}$ from $S$. The next iterate
$\boldsymbol{x}_{n+1}$ of the corresponding proximal distance algorithm is
constructed from the current iterate $\boldsymbol{x}_n$ by minimizing the
majorizing surrogate function
$f(\boldsymbol{x})+\frac{\rho}{2}\|\boldsymbol{D}\boldsymbol{x}-\mathcal{P}_{S}(\boldsymbol{D}\boldsymbol{x}_n)\|^2$.
For fixed $\rho$ and a subanalytic loss $f(\boldsymbol{x})$ and a subanalytic
constraint set $S$, we prove convergence to a stationary point. Under stronger
assumptions, we provide convergence rates and demonstrate linear local
convergence. We also construct a steepest descent (SD) variant to avoid costly
linear system solves. To benchmark our algorithms, we compare against the
alternating direction method of multipliers (ADMM). Our extensive numerical
tests include problems on metric projection, convex regression, convex
clustering, total variation image denoising, and projection of a matrix to a
good condition number. These experiments demonstrate the superior speed and
acceptable accuracy of our steepest variant on high-dimensional problems.

15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
9
The categories of this paper are: nlin
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
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The categories of this paper are: dg-ga
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The categories of this paper are: q-alg
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The categories of this paper are: supr-con