Approximation accuracy, gradient methods, and error bound for structured convex optimization
From MaRDI portal
Publication:607498
DOI10.1007/S10107-010-0394-2zbMATH Open1207.65084OpenAlexW2101868363MaRDI QIDQ607498FDOQ607498
Authors: Paul Tseng 
Publication date: 22 November 2010
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0394-2
Recommendations
- A unified approach to error bounds for structured convex optimization problems
- Explicit and efficient error estimation for convex minimization problems
- The extragradient method for convex optimization in the presence of computational errors
- An approximation method with nonsummable errors for convex minimization problems
- Gradient methods with regularization for constrained optimization problems and their complexity estimates
- Approximating parameterized convex optimization problems
- Approximating parameterized convex optimization problems
- Computable error bounds and estimates for the conjugate gradient method
- Error Bound and Reduced-Gradient Projection Algorithms for Convex Minimization over a Polyhedral Set
- On numerical estimates of errors in solving convex optimization problems
variable selectionregressionconvex optimizationproximal gradient methodsensor network localizationcompressed sensingerror boundlinear convergence\(\ell_{1}\)-regularizationapproximation accuracynuclear/trace norm
Cites Work
- Identification of Matrices Having a Sparse Representation
- Parallel Gradient Distribution in Unconstrained Optimization
- Parallel variable distribution for constrained optimization
- Further Relaxations of the Semidefinite Programming Approach to Sensor Network Localization
- Parallel Variable Distribution
- A distributed method for solving semidefinite programs arising from ad hoc wireless sensor network localization
- Second‐Order Cone Programming Relaxation of Sensor Network Localization
- Theory of semidefinite programming for sensor network localization
- On the Convergence Rate of Dual Ascent Methods for Linearly Constrained Convex Minimization
- A Distributed SDP Approach for Large-Scale Noisy Anchor-Free Graph Realization with Applications to Molecular Conformation
- Distributed asynchronous incremental subgradient methods
- Algorithmic Aspects of Wireless Sensor Networks
- Dual coordinate ascent methods for non-strictly convex minimization
- Multi-class discriminant kernel learning via convex programming
- Graph rigidity via Euclidean distance matrices
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- Mathematical Programming in Neural Networks
- A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization
- SpaseLoc: An Adaptive Subproblem Algorithm for Scalable Wireless Sensor Network Localization
- On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
- (Robust) edge-based semidefinite programming relaxation of sensor network localization
- NESTA: A fast and accurate first-order method for sparse recovery
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A New Alternating Minimization Algorithm for Total Variation Image Reconstruction
- Pathwise coordinate optimization
- Numerical Optimization
- Ideal spatial adaptation by wavelet shrinkage
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Atomic Decomposition by Basis Pursuit
- Title not available (Why is that?)
- Model Selection and Estimation in Regression with Grouped Variables
- Title not available (Why is that?)
- Smooth minimization of non-smooth functions
- Introductory lectures on convex optimization. A basic course.
- Sparse inverse covariance estimation with the graphical lasso
- A Singular Value Thresholding Algorithm for Matrix Completion
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Title not available (Why is that?)
- Model selection and estimation in the Gaussian graphical model
- The Group Lasso for Logistic Regression
- Matching pursuits with time-frequency dictionaries
- Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ 1 minimization
- Title not available (Why is that?)
- Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
- Primal-dual subgradient methods for convex problems
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Interior projection-like methods for monotone variational inequalities
- Decoding by Linear Programming
- Stable recovery of sparse overcomplete representations in the presence of noise
- Just relax: convex programming methods for identifying sparse signals in noise
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- First-Order Methods for Sparse Covariance Selection
- Robust Stochastic Approximation Approach to Stochastic Programming
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Excessive Gap Technique in Nonsmooth Convex Minimization
- Stable signal recovery from incomplete and inaccurate measurements
- Convex Analysis
- A coordinate gradient descent method for nonsmooth separable minimization
- A simple proof of the restricted isometry property for random matrices
- Title not available (Why is that?)
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- Title not available (Why is that?)
- Sparse Reconstruction by Separable Approximation
- Title not available (Why is that?)
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- Title not available (Why is that?)
- On Sparse Representations in Arbitrary Redundant Bases
- Recovery of Exact Sparse Representations in the Presence of Bounded Noise
- Greed is Good: Algorithmic Results for Sparse Approximation
- A generalized proximal point algorithm for certain non-convex minimization problems
- Title not available (Why is that?)
- Proximal Minimization Methods with Generalized Bregman Functions
- Bregman Monotone Optimization Algorithms
- Uncertainty principles and ideal atomic decomposition
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Title not available (Why is that?)
- Fixed point and Bregman iterative methods for matrix rank minimization
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- An Iterative Regularization Method for Total Variation-Based Image Restoration
- Incremental gradient algorithms with stepsizes bounded away from zero
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Title not available (Why is that?)
- Convergence of Proximal-Like Algorithms
- An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
- A Convergent Incremental Gradient Method with a Constant Step Size
- Grassmannian frames with applications to coding and communication
- Sparse representations in unions of bases
- 10.1162/15324430152748218
- Duality-based algorithms for total-variation-regularized image restoration
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training
- The restricted isometry property and its implications for compressed sensing
- Interior-point method for nuclear norm approximation with application to system identification
- Title not available (Why is that?)
- Sum of squares method for sensor network localization
- An Efficient TVL1 Algorithm for Deblurring Multichannel Images Corrupted by Impulsive Noise
- Convex multi-task feature learning
- Error bounds and convergence analysis of feasible descent methods: A general approach
- On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
- Second-order Cone Programming Methods for Total Variation-Based Image Restoration
- Smoothing technique and its applications in semidefinite optimization
- On linear-time algorithms for the continuous quadratic Knapsack problem
- Sensor network localization, Euclidean distance matrix completions, and graph realization
- Title not available (Why is that?)
- Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
- Sparse Solution of Underdetermined Systems of Linear Equations by Stagewise Orthogonal Matching Pursuit
- A Maxmin Location Problem
- Heuristic and Special Case Algorithms for Dispersion Problems
- A new approach to collaborative filtering: operator estimation with spectral regularization
- A fast hybrid algorithm for large-scale \(l_{1}\)-regularized logistic regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- Further Results on Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise
- Exploiting Sparsity in SDP Relaxation for Sensor Network Localization
- Parallel Variable Transformation in Unconstrained Optimization
Cited In (91)
- A family of subgradient-based methods for convex optimization problems in a unifying framework
- An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
- An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
- An extrapolated iteratively reweighted \(\ell_1\) method with complexity analysis
- SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Proximal gradient methods for multiobjective optimization and their applications
- Generalized conditional gradient for sparse estimation
- A proximal gradient splitting method for solving convex vector optimization problems
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
- When only global optimization matters
- On the convergence of the iterates of proximal gradient algorithm with extrapolation for convex nonsmooth minimization problems
- An alternating direction method for finding Dantzig selectors
- Generalized affine scaling algorithms for linear programming problems
- Error Bound and Reduced-Gradient Projection Algorithms for Convex Minimization over a Polyhedral Set
- On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
- Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions
- Error bounds, quadratic growth, and linear convergence of proximal methods
- Discerning the linear convergence of ADMM for structured convex optimization through the lens of variational analysis
- Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems
- Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems
- A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
- Further properties of the forward-backward envelope with applications to difference-of-convex programming
- An inexact accelerated stochastic ADMM for separable convex optimization
- Convex optimization approach to signals with fast varying instantaneous frequency
- Computing proximal points of convex functions with inexact subgradients
- A dual reformulation and solution framework for regularized convex clustering problems
- Bounds for the tracking error of first-order online optimization methods
- Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
- Optimized first-order methods for smooth convex minimization
- New results on subgradient methods for strongly convex optimization problems with a unified analysis
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Level-set methods for convex optimization
- A unified penalized method for sparse additive quantile models: an RKHS approach
- A simplified view of first order methods for optimization
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation
- On globally Q-linear convergence of a splitting method for group Lasso
- Iteration complexity of a block coordinate gradient descent method for convex optimization
- Proximal methods for the latent group lasso penalty
- On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems
- On the linear convergence of the alternating direction method of multipliers
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
- Gradient-based algorithms with applications to signal-recovery problems
- On convex envelopes and regularization of non-convex functionals without moving global minima
- Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions
- A globally convergent proximal Newton-type method in nonsmooth convex optimization
- A new convergence analysis and perturbation resilience of some accelerated proximal forward-backward algorithms with errors
- Feature-aware regularization for sparse online learning
- Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis
- A control-theoretic perspective on optimal high-order optimization
- The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
- Error bounds for non-polyhedral convex optimization and applications to linear convergence of FDM and PGM
- A simple convergence analysis of Bregman proximal gradient algorithm
- Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization
- A unified approach to error bounds for structured convex optimization problems
- On proximal gradient method for the convex problems regularized with the group reproducing kernel norm
- Robust least square semidefinite programming with applications
- Augmented Lagrangian method with alternating constraints for nonlinear optimization problems
- On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization
- A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization
- Convergence rates of gradient methods for convex optimization in the space of measures
- On numerical estimates of errors in solving convex optimization problems
- Augmented Lagrangian methods for convex matrix optimization problems
- Iteration complexity analysis of block coordinate descent methods
- A modified proximal gradient method for a family of nonsmooth convex optimization problems
- A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
- Faster subgradient methods for functions with Hölderian growth
- An Accelerated Level-Set Method for Inverse Scattering Problems
- Accelerated residual methods for the iterative solution of systems of equations
- A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption
- An inertial projection and contraction algorithm for pseudomonotone variational inequalities without Lipschitz continuity
- Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity
- Smooth over-parameterized solvers for non-smooth structured optimization
- Two classes of spectral three-term derivative-free method for solving nonlinear equations with application
- A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems
- Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems
- Title not available (Why is that?)
- Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient
- Adaptive FISTA for Nonconvex Optimization
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- On degenerate doubly nonnegative projection problems
- A note on approximate accelerated forward-backward methods with absolute and relative errors, and possibly strongly convex objectives
- An accelerated smoothing gradient method for nonconvex nonsmooth minimization in image processing
- Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems
- Bregman proximal point algorithm revisited: a new inexact version and its inertial variant
- A proximal sub-gradient method for group Lasso-type problems
- Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems
- Convergence of an asynchronous block-coordinate forward-backward algorithm for convex composite optimization
- The modified second APG method for DC optimization problems
- Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
Uses Software
This page was built for publication: Approximation accuracy, gradient methods, and error bound for structured convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q607498)
