A bilinear formulation for vector sparsity optimization
From MaRDI portal
Publication:971247
Recommendations
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Learning sparse classifiers with difference of convex functions algorithms
- The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
- Greedy sparsity-constrained optimization
- A variational approach to sparsity optimization based on Lagrange multiplier theory
Cited in
(20)- Sparse reconstruction via the mixture optimization model with iterative support estimate
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
- A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
- Sparse \(L_0\)-norm least squares support vector machine with feature selection
- A review on the adaptive-ridge algorithm with several extensions
- Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem
- \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery
- DC approximation approach for \(\ell_0\)-minimization in compressed sensing
- An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
- Learning sparse classifiers with difference of convex functions algorithms
- Heuristics for Finding Sparse Solutions of Linear Inequalities
- Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem
- Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems
- A continuous exact \(\ell_0\) penalty (CEL0) for least squares regularized problem
- DCA based algorithms for feature selection in multi-class support vector machine
- DC approximation approaches for sparse optimization
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
- Sparse covariance matrix estimation by DCA-based algorithms
- Point source super-resolution via non-convex \(L_1\) based methods
This page was built for publication: A bilinear formulation for vector sparsity optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971247)