Nonconvex Optimization for Signal Processing and Machine Learning [From the Guest Editors]

Abstract

The articles in this special section focus on nonconvex optimization for signal processing and machine learning. Optimization is now widely recognized as an indispensable tool in signal processing (SP) and machine learning (ML). Indeed, many of the advances in these fields rely crucially on the formulation of suitable optimization models and deployment of efficient numerical optimization algorithms. In the early 2000s, there was a heavy focus on the use of convex optimization techniques to tackle SP and ML applications. This is largely due to the fact that convex optimization problems often possess favorable theoretical and computational properties and that many problems of practical interest have been shown to admit convex formulations or good convex approximations.