Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
From MaRDI portal
Ridge regression; shrinkage estimators (Lasso) (62J07) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Recommendations
- Strong oracle optimality of folded concave penalized estimation
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Approximation hardness for a class of sparse optimization problems
- A concave optimization-based approach for sparse multiobjective programming
Cites work
- A faster algorithm solving a generalization of isotonic median regression and a class of fused Lasso problems
- A Scalable Algorithm for Sparse Portfolio Selection
- A study of piecewise linear-quadratic programs
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
- Classification model selection via bilevel programming
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Computing B-stationary points of nonsmooth DC programs
- Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
- Convex Analysis
- DC approximation approaches for sparse optimization
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Exact spike train inference via \(\ell_{0}\) optimization
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- Global resolution of the support vector machine regression parameters selection problem with LPCC
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
- scientific article; zbMATH DE number 5305393 (Why is no real title available?)
- scientific article; zbMATH DE number 53115 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- scientific article; zbMATH DE number 3390139 (Why is no real title available?)
- Iterative thresholding for sparse approximations
- Linear complementarity problems solvable by a polynomially bounded pivoting algorithm
- Linear complementarity problems solvable by A single linear program
- Lower bound theory of nonzero entries in solutions of _2-_p minimization
- Minimality and complementarity properties associated with Z-functions and M-functions
- Modern nonconvex nondifferentiable optimization
- Nearly unbiased variable selection under minimax concave penalty
- On \(M\)-functions and their application to nonlinear Gauss-Seidel iterations and to network flows
- On a class of least-element complementarity problems
- On P- and S-functions and related classes of \(n\)-dimensional nonlinear mappings
- On solving linear complementarity problems as linear programs
- On the complexity of approximating a KKT point of quadratic programming
- Polyhedral sets having a least element
- Smoothing methods for nonsmooth, nonconvex minimization
- Some LCPs solvable in strongly polynomial time with Lemke's algorithm
- Sparse and smooth signal estimation: convexification of \(\ell_0\)-formulations
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Strong oracle optimality of folded concave penalized estimation
- Structural properties of affine sparsity constraints
- Submodular functions: from discrete to continuous domains
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
- scientific article; zbMATH DE number 7733439 (Why is no real title available?)
- Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables
- Sparse SVM with hard-margin loss: a Newton-augmented Lagrangian method in reduced dimensions
This page was built for publication: Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2693645)
