Pages that link to "Item:Q5741071"
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The following pages link to Penalty Methods for a Class of Non-Lipschitz Optimization Problems (Q5741071):
Displaying 32 items.
- A proximal difference-of-convex algorithm with extrapolation (Q1744881) (← links)
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems (Q1756795) (← links)
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model (Q2032191) (← links)
- Convergence properties of monotone and nonmonotone proximal gradient methods revisited (Q2093287) (← links)
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation (Q2220667) (← links)
- A residual-based algorithm for solving a class of structured nonsmooth optimization problems (Q2301184) (← links)
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
- Further properties of the forward-backward envelope with applications to difference-of-convex programming (Q2364125) (← links)
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation (Q2419549) (← links)
- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils (Q2666658) (← links)
- An exact penalty approach for optimization with nonnegative orthogonality constraints (Q2687065) (← links)
- An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming (Q2957850) (← links)
- On optimal solutions of the constrained <i>ℓ</i> <sub>0</sub> regularization and its penalty problem (Q2965692) (← links)
- A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems (Q4562251) (← links)
- Spherical Designs and Nonconvex Minimization for Recovery of Sparse Signals on the Sphere (Q4689765) (← links)
- Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities (Q4987279) (← links)
- Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization (Q4997175) (← links)
- Linearly Constrained Nonsmooth Optimization for Training Autoencoders (Q5097018) (← links)
- Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms (Q5219700) (← links)
- The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications (Q5231680) (← links)
- Alternating Structure-Adapted Proximal Gradient Descent for Nonconvex Nonsmooth Block-Regularized Problems (Q5231698) (← links)
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions (Q5860273) (← links)
- Sparse Solutions of a Class of Constrained Optimization Problems (Q5868942) (← links)
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization (Q5882242) (← links)
- An augmented Lagrangian method for optimization problems with structured geometric constraints (Q6038673) (← links)
- Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints (Q6051303) (← links)
- Solution sets of three sparse optimization problems for multivariate regression (Q6064025) (← links)
- Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems (Q6157998) (← links)
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems (Q6182324) (← links)
- Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
- Complexity of finite-sum optimization with nonsmooth composite functions and non-Lipschitz regularization (Q6579994) (← links)
- Kurdyka-Łojasiewicz exponent via Hadamard parametrization (Q6663111) (← links)