Moreover, even the state-of-the-art RMF solver (RMF-MM) is slow and cannot utilize data sparsity. In this paper, we propose to improve robustness by using nonconvex loss functions. The resultant optimization problem is difficult.
We propose a new primal-dual homotopy smoothing algorithm for a linearly constrained convex program, where neither the primal nor the dual function has to be smooth or strongly convex.
This paper focuses on the short and sparse blind deconvolu-tion problem, where the one unknown signal is short and the other one is sparsely and randomly supported.
We also provide a general convergence analysis to support our empirical findings. Although our analysis is similar to CPI's, it has a key difference: as long as MBOC succeeds, we can provide a larger policy improvement than CPI at each iteration.