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Cardinality minimization, constraints, and regularization: a survey
We survey optimization problems that involve the cardinality of variable vectors in
constraints or the objective function. We provide a unified viewpoint on the general problem …
constraints or the objective function. We provide a unified viewpoint on the general problem …
A unified successive pseudoconvex approximation framework
In this paper, we propose a successive pseudoconvex approximation algorithm to efficiently
compute stationary points for a large class of possibly nonconvex optimization problems …
compute stationary points for a large class of possibly nonconvex optimization problems …
Tail-STELA for Fast Signal Recovery via Basis Pursuit
In this paper, noticing the accuracy enhancement of the tail minimization technique for basis
pursuit, and the faster convergence speed of the Soft-Thresholding with Exact Line Search …
pursuit, and the faster convergence speed of the Soft-Thresholding with Exact Line Search …
Preserving Privacy in Distributed LASSO
In this paper, we extend the Soft-Thresholding with Exact Line search Algorithm (STELA) to
solve the LASSO problem in a fully decentralized manner, where each agent solves its local …
solve the LASSO problem in a fully decentralized manner, where each agent solves its local …