On the complexity of approximating a KKT point of quadratic programming
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Cites work
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- Quasi-orthogonalization for alternating non-negative tensor factorization
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- A generalization of the Karush-Kuhn-Tucker theorem for approximate solutions of mathematical programming problems based on quadratic approximation
- Accelerated methods for nonconvex optimization
- Newton-KKT interior-point methods for indefinite quadratic programming
- An \(L _{p }\) norm relaxation approach to positive influence maximization in social network under the deterministic linear threshold model
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Effective algorithms for optimal portfolio deleveraging problem with cross impact
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- An improved algorithm for the \(L_2-L_p\) minimization problem
- Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained quadratic optimization problems
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- A FPTAS for computing a symmetric leontief competitive economy equilibrium
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks
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