Smooth minimization of non-smooth functions
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- Minimization methods for smooth nonconvex functions
- scientific article; zbMATH DE number 3892946
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- scientific article; zbMATH DE number 4010220
Cites work
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Nonlinear rescaling vs. smoothing technique in convex optimization
- On convergence rates of subgradient optimization methods
Cited in
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- A joint convex penalty for inverse covariance matrix estimation
- Linearized alternating direction method of multipliers for sparse group and fused Lasso models
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- Sparse estimation of high-dimensional correlation matrices
- Supervised nonnegative matrix factorization via minimization of regularized Moreau-envelope of divergence function with application to music transcription
- Finding Dantzig selectors with a proximity operator based fixed-point algorithm
- A new fast algorithm for constrained four-directional total variation image denoising problem
- Accelerated schemes for a class of variational inequalities
- The matrix splitting based proximal fixed-point algorithms for quadratically constrained \(\ell_{1}\) minimization and Dantzig selector
- A dual gradient-projection algorithm for model predictive control in fixed-point arithmetic
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
- Smoothed _1-regularization-based line search for sparse signal recovery
- Regularized non-local total variation and application in image restoration
- Acceleration of the PDHGM on partially strongly convex functions
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Accelerated first-order methods for hyperbolic programming
- Nonmonotone adaptive Barzilai-Borwein gradient algorithm for compressed sensing
- How to select a solution in generalized Nash equilibrium problems
- Level-set methods for convex optimization
- Efficient histogram dictionary learning for text/image modeling and classification
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- Universal method for stochastic composite optimization problems
- A mixture of nuclear norm and matrix factorization for tensor completion
- Nesterov's smoothing technique and minimizing differences of convex functions for hierarchical clustering
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- On the proximal gradient algorithm with alternated inertia
- Functional response regression analysis
- A DC programming approach for solving multicast network design problems via the Nesterov smoothing technique
- Templates for convex cone problems with applications to sparse signal recovery
- An optimal randomized incremental gradient method
- On max-k-sums
- A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Flexible low-rank statistical modeling with missing data and side information
- An algorithm to minimize the sum of a semi-smooth function and a \(C^ 1\) function
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A fast fixed point algorithm for total variation deblurring and segmentation
- Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs
- Conjugate gradient type methods for the nondifferentiable convex minimization
- Bregmanized domain decomposition for image restoration
- Accelerated linearized Bregman method
- Analysis of a new variational model to restore point-like and curve-like singularities in imaging
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- A cyclic projected gradient method
- Iteration-complexity of first-order penalty methods for convex programming
- Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
- Estimating networks with jumps
- Neural network based on systematically generated smoothing functions for absolute value equation
- On the convergence of the iterates of proximal gradient algorithm with extrapolation for convex nonsmooth minimization problems
- Solving nearly-separable quadratic optimization problems as nonsmooth equations
- Automated parameter selection for total variation minimization in image restoration
- Point process estimation with Mirror Prox algorithms
- Dynamic stochastic approximation for multi-stage stochastic optimization
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- The distance between convex sets with Minkowski sum structure: application to collision detection
- Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions
- Acceleration of primal-dual methods by preconditioning and simple subproblem procedures
- A dual reformulation and solution framework for regularized convex clustering problems
- Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach
- A phase model using the Huber norm for estimating point spread function under frozen flow hypothesis
- Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
- An augmented memoryless BFGS method based on a modified secant equation with application to compressed sensing
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences
- Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
- A Laplacian approach to _1-norm minimization
- A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
- Sparse group fused Lasso for model segmentation: a hybrid approach
- A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)
- An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization
- Superquantiles at work: machine learning applications and efficient subgradient computation
- Learning subtree pattern importance for Weisfeiler-Lehman based graph kernels
- Discrete conditional-expectation-based simulation optimization: methodology and applications
- Parallel subgradient algorithm with block dual decomposition for large-scale optimization
- Generalized Nesterov's accelerated proximal gradient algorithms with convergence rate of order o(1/k^2)
- Finding extremals of Lagrangian actions
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- Extrapolated smoothing descent algorithm for constrained nonconvex and nonsmooth composite problems
- Network manipulation algorithm based on inexact alternating minimization
- On stochastic accelerated gradient with convergence rate
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- On the computational efficiency of catalyst accelerated coordinate descent
- A unified convergence rate analysis of the accelerated smoothed gap reduction algorithm
- Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
- Oracle complexity separation in convex optimization
- Convergence of inexact quasisubgradient methods with extrapolation
- Accelerated gradient sliding for structured convex optimization
- An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
- Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration
- An \(O(s^r)\)-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems
- Soft clustering by convex electoral model
- Applications of accelerated computational methods for quasi-nonexpansive operators to optimization problems
- Fast inertial dynamic algorithm with smoothing method for nonsmooth convex optimization
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