On the Moreau-Yosida regularization of the vector k-norm related functions

DOI10.1137/110827144zbMATH Open1297.90122OpenAlexW1975568585MaRDI QIDQ3192103FDOQ3192103

Authors: Bin Wu, Chao Ding, Defeng Sun, Kim-Chuan Toh 

Publication date: 26 September 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110827144

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zbMATH Keywords

Moreau-Yosida regularizationmetric projectorKy Fan \(k\)-norm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Cited In (17)

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• Practical matrix completion and corruption recovery using proximal alternating robust subspace minimization
• On the long-only minimum variance portfolio under single factor model
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• Efficient proximal mapping computation for low-rank inducing norms
• Symmetric norm estimation and regression on sliding windows
• Fast algorithm for singly linearly constrained quadratic programs with box-like constraints
• Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines

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