Random convex programs with L₁-regularization: sparsity and generalization
From MaRDI portal
Random convex programs with \(L 1\)-regularization: sparsity and generalization
Recommendations
- Random convex programs
- Random Coordinate Descent Methods for <inline-formula> <tex-math notation="TeX">$\ell_{0}$</tex-math></inline-formula> Regularized Convex Optimization
- Randomized projection methods for convex feasibility: conditioning and convergence rates
- On sparsity of the solution to a random quadratic optimization problem
- Convergences of regularized algorithms and stochastic gradient methods with random projections
- Random algorithms for convex minimization problems
- Randomized methods for linear constraints: convergence rates and conditioning
- Random Laplacian matrices and convex relaxations
- Randomized first order algorithms with applications to \(\ell _{1}\)-minimization
- Stochastic proximal methods for non-smooth non-convex constrained sparse optimization
Cited in
(18)- Data-driven estimation in equilibrium using inverse optimization
- Distributionally robust optimization
- On Conditional Risk Assessments in Scenario Optimization
- Risk and complexity in scenario optimization
- Living on the edge: phase transitions in convex programs with random data
- Solving equations of random convex functions via anchored regression
- Regularized optimization with spatial coupling for robust decision making
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- Randomized first order algorithms with applications to \(\ell _{1}\)-minimization
- On a class of interval predictor models with universal reliability
- Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints
- scientific article; zbMATH DE number 7626803 (Why is no real title available?)
- The wait-and-judge scenario approach applied to antenna array design
- Non-convex scenario optimization
- A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints
- Data-driven robust optimization
- Sparse learning for large-scale and high-dimensional data: a randomized convex-concave optimization approach
- Wait-and-judge scenario optimization
This page was built for publication: Random convex programs with \(L_1\)-regularization: sparsity and generalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2873845)
