Robust tensor completion using transformed tensor singular value decomposition

G Song, MK Ng, X Zhang - Numerical Linear Algebra with …, 2020 - Wiley Online Library
In this article, we study robust tensor completion by using transformed tensor singular value
decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier …

Linear rate convergence of the alternating direction method of multipliers for convex composite programming

D Han, D Sun, L Zhang - Mathematics of Operations …, 2018 - pubsonline.informs.org
In this paper, we aim to prove the linear rate convergence of the alternating direction method
of multipliers (ADMM) for solving linearly constrained convex composite optimization …

Robust low-rank tensor completion via transformed tensor nuclear norm with total variation regularization

D Qiu, M Bai, MK Ng, X Zhang - Neurocomputing, 2021 - Elsevier
Robust low-rank tensor completion plays an important role in multidimensional data analysis
against different degradations, such as Gaussian noise, sparse noise, and missing entries …

An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems

Y Zhang, N Zhang, D Sun, KC Toh - Mathematical Programming, 2020 - Springer
The sparse group Lasso is a widely used statistical model which encourages the sparsity
both on a group and within the group level. In this paper, we develop an efficient augmented …

SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)

D Sun, KC Toh, Y Yuan, XY Zhao - Optimization Methods and …, 2020 - Taylor & Francis
Sdpnal+ is a Matlab software package that implements an augmented Lagrangian based
method to solve large scale semidefinite programming problems with bound constraints. The …

Convex clustering: Model, theoretical guarantee and efficient algorithm

D Sun, KC Toh, Y Yuan - Journal of Machine Learning Research, 2021 - jmlr.org
Clustering is a fundamental problem in unsupervised learning. Popular methods like K-
means, may suffer from poor performance as they are prone to get stuck in its local minima …

QSDPNAL: A two-phase augmented Lagrangian method for convex quadratic semidefinite programming

X Li, D Sun, KC Toh - Mathematical Programming Computation, 2018 - Springer
In this paper, we present a two-phase augmented Lagrangian method, called QSDPNAL, for
solving convex quadratic semidefinite programming (QSDP) problems with constraints …

A note on the convergence of ADMM for linearly constrained convex optimization problems

L Chen, D Sun, KC Toh - Computational Optimization and Applications, 2017 - Springer
This note serves two purposes. Firstly, we construct a counterexample to show that the
statement on the convergence of the alternating direction method of multipliers (ADMM) for …

On efficiently solving the subproblems of a level-set method for fused lasso problems

X Li, D Sun, KC Toh - SIAM Journal on Optimization, 2018 - SIAM
In applying the level-set method developed in [E. Van den Berg and MP Friedlander, SIAM J.
Sci. Comput., 31 (2008), pp. 890--912] and [E. Van den Berg and MP Friedlander, SIAM J …

A corrected tensor nuclear norm minimization method for noisy low-rank tensor completion

X Zhang, MK Ng - SIAM Journal on Imaging Sciences, 2019 - SIAM
In this paper, we study the problem of low-rank tensor recovery from limited sampling with
noisy observations for third-order tensors. A tensor nuclear norm method based on a convex …