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

DOI10.1137/110827144MaRDI QIDQ3192103zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(21)

• Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
• Some singular value inequalities via convexity
• On the Leibniz rule for random variables
• On O(n) algorithms for projection onto the top-k-sum sublevel set
• The geometric properties of a class of nonsymmetric cones
• An easily implementable algorithm for efficient projection onto the ordered weighted \(\ell_1\) norm ball
• Spectral operators of matrices
• Dual formulation of the sparsity constrained optimization problem: application to classification
• DC formulations and algorithms for sparse optimization problems
• An inexact proximal DC algorithm for the large-scale cardinality constrained mean-variance model in sparse portfolio selection
• Solving the OSCAR and SLOPE models using a semismooth Newton-based augmented Lagrangian method
• Variational analysis of the Ky Fan k-norm
• Nonconvex truncated conditional value at risk-based sparse linear regression
• Practical matrix completion and corruption recovery using proximal alternating robust subspace minimization
• On the long-only minimum variance portfolio under single factor model
• Feature selection in SVM via polyhedral \(k\)-norm
• Efficient proximal mapping computation for low-rank inducing norms
• Polytopal balls arising in optimization
• Symmetric norm estimation and regression on sliding windows
• Tilt stability of Ky-Fan -norm composite optimization
• Fast algorithm for singly linearly constrained quadratic programs with box-like constraints

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