Exact Regularization of Convex Programs
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Publication:3544264
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- Parameter estimation with expected and residual-at-risk criteria
- From simple structure to sparse components: a review
- Local linear convergence of a primal-dual algorithm for the augmented convex models
- A saddle point characterization of exact regularization of non-convex programs
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- Error forgetting of Bregman iteration
- Matrix-free interior point method
- Penalty methods for a class of non-Lipschitz optimization problems
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- The modified accelerated Bregman method for regularized basis pursuit problem
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization
- An \(L^1\) penalty method for general obstacle problems
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- The Tikhonov regularization for vector equilibrium problems
- On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
- Regularization of vector equilibrium problems
- Sparse approximations with interior point methods
- An efficient sieving-based secant method for sparse optimization problems with least-squares constraints
- Accelerated linearized Bregman method
- Constructing New Weighted ℓ1-Algorithms for the Sparsest Points of Polyhedral Sets
- On a primal-dual Newton proximal method for convex quadratic programs
- A primal-dual regularized interior-point method for convex quadratic programs
- Duality gap estimates for weak Chebyshev greedy algorithms in Banach spaces
- New characterizations of exact regularization of non-convex programs
- A choice of the regularization parameter in solving convex extremal problems
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