Sparse solutions to random standard quadratic optimization problems
DOI10.1007/S10107-012-0519-XzbMATH Open1305.90323OpenAlexW2160625469MaRDI QIDQ378104FDOQ378104
Authors: Xin Chen, Jiming Peng, Shuzhong Zhang 
Publication date: 11 November 2013
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-012-0519-x
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computational complexityorder statisticsquadratic optimizationsemidefinite optimizationrelaxationprobability analysis
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Foundations of probability theory (60A99)
Cites Work
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Cited In (15)
- Two-stage stochastic standard quadratic optimization
- Representations as elements in affine composition algebras
- On sparsity of the solution to a random quadratic optimization problem
- Separable standard quadratic optimization problems
- General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems
- Some accelerated alternating proximal gradient algorithms for a class of nonconvex nonsmooth problems
- An inexact proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth optimization problems
- The complexity of simple models -- a study of worst and typical hard cases for the standard quadratic optimization problem
- Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems
- Fast algorithms for sparse portfolio selection considering industries and investment styles
- Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems
- Building a completely positive factorization
- On random quadratic forms: supports of potential local maxima
- Iterative positive thresholding algorithm for non-negative sparse optimization
- New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
Uses Software
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