Cardinality minimization, constraints, and regularization: a survey

AM Tillmann, D Bienstock, A Lodi, A Schwartz - SIAM Review, 2024 - SIAM
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 …

A unified successive pseudoconvex approximation framework

Y Yang, M Pesavento - IEEE Transactions on Signal …, 2017 - ieeexplore.ieee.org
In this paper, we propose a successive pseudoconvex approximation algorithm to efficiently
compute stationary points for a large class of possibly nonconvex optimization problems …

Tail-STELA for Fast Signal Recovery via Basis Pursuit

Y Fan, M Pesavento - 2024 IEEE 13rd Sensor Array and …, 2024 - ieeexplore.ieee.org
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 …

Preserving Privacy in Distributed LASSO

W Zhang, Y Fan, M Pesavento - 2023 IEEE 9th International …, 2023 - ieeexplore.ieee.org
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 …