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scientific article; zbMATH DE number 7306909

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7306909

Statements

scholarly article

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Cheng-Jing Wang

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publication date

5 February 2021

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full work available at URL

https://arxiv.org/abs/1903.11460

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https://jmlr.csail.mit.edu/papers/v21/19-247.html

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zbMATH Keywords

nonconvex square-root regression problems

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proximal majorization-minimization

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semismooth Newton method

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity

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On the convergence of the proximal algorithm for nonsmooth functions involving analytic features

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Optimization with Sparsity-Inducing Penalties

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A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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Slope meets Lasso: improved oracle bounds and optimality

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Square-root lasso: pivotal recovery of sparse signals via conic programming

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Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs

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Proximal alternating linearized minimization for nonconvex and nonsmooth problems

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The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

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The Convergence Guarantees of a Non-Convex Approach for Sparse Recovery

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Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

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An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming

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Composite Difference-Max Programs for Modern Statistical Estimation Problems

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Improved bounds for square-root Lasso and square-root slope

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On the exactness of a class of nondifferentiable penalty functions

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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Least angle regression. (With discussion)

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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A dual algorithm for the solution of nonlinear variational problems via finite element approximation

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Adaptive estimation of a quadratic functional by model selection.

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DC approximation approaches for sparse optimization

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A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems

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Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization

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Semismooth and Semiconvex Functions in Constrained Optimization

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Computing B-Stationary Points of Nonsmooth DC Programs

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A nonsmooth version of Newton's method

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Convex Analysis

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Variational Analysis

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Sharp Oracle Inequalities for Square Root Regularization

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Scaled sparse linear regression

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Weakly decomposable regularization penalties and structured sparsity

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Robust Regression and Lasso

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Nearly unbiased variable selection under minimax concave penalty

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5149020

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