Convex Optimization

Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized …

On the robustness of noise-blind low-rank recovery from rank-one measurements

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one measurements …