A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
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Cited in
(18)- A regularized semi-smooth Newton method with projection steps for composite convex programs
- Augmented Lagrangian methods for convex matrix optimization problems
- On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
- Spectral operators of matrices
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- Alternating direction method for a class of constrained matrix approximation problems
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian
- The linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion
- Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian
- A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
- A semismooth Newton stochastic proximal point algorithm with variance reduction
- An efficient algorithm for Fantope-constrained sparse principal subspace estimation problem
- Tilt stability of Ky-Fan -norm composite optimization
- A trust region-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization
- Multiple regression for matrix and vector predictors: models, theory, algorithms, and beyond
- Characterizations of strong variational sufficiency in general models of composite optimization
- On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm
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