Sparse approximations with interior point methods
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Cites work
- l₁-regularization for multi-period portfolio selection
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A first-order primal-dual algorithm with linesearch
- A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
- A primal-dual regularized interior-point method for convex quadratic programs
- A scaled gradient method for digital tomographic image reconstruction
- A second-order method for strongly convex \(\ell _1\)-regularization problems
- A subspace-accelerated split Bregman method for sparse data recovery with joint _1-type regularizers
- ACQUIRE: an inexact iteratively reweighted norm approach for TV-based Poisson image restoration
- Adaptive l₁-regularization for short-selling control in portfolio selection
- An algorithm for total variation minimization and applications
- An efficient parallel solver for SDD linear systems
- An improved GLMNET for L1-regularized logistic regression
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- An interior point-proximal method of multipliers for convex quadratic programming
- An interior point-proximal method of multipliers for linear positive semi-definite programming
- Atomic decomposition by basis pursuit
- Convergence analysis of an inexact feasible interior point method for convex quadratic programming
- Convergence analysis of an inexact potential reduction method for convex quadratic programming
- Deblurring Images
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Exact Regularization of Convex Programs
- EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
- Fused Lasso approach in portfolio selection
- scientific article; zbMATH DE number 992796 (Why is no real title available?)
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- Image deblurring with Poisson data: from cells to galaxies
- Inexact interior-point method
- Interior point methods 25 years later
- Matrix-free interior point method for compressed sensing problems
- Methods of conjugate gradients for solving linear systems
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- Nonlinear total variation based noise removal algorithms
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- On sparsity inducing regularization methods for machine learning
- On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
- On the Implementation of a Primal-Dual Interior Point Method
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Optimal investment policy in the time consistent mean-variance formulation
- Primal-dual algorithms for total variation based image restoration under Poisson noise
- Proximal Newton-type methods for minimizing composite functions
- RCHOL: Randomized Cholesky Factorization for Solving SDD Linear Systems
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Solution of Sparse Indefinite Systems of Linear Equations
- Solving a class of LP problems with a primal-dual logarithmic barrier method
- Sparsity and Smoothness Via the Fused Lasso
- Split Bregman iteration for multi-period mean variance portfolio optimization
- Stable signal recovery from incomplete and inaccurate measurements
- Symmetric Quasidefinite Matrices
- The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method
Cited in
(17)- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- MOEA/D with chain-based random local search for sparse optimization
- Interior-point methods in \(l_1\) optimal sparse representation algorithms for harmonic retrieval
- Primal interior-point method for large sparse minimax optimization
- On sparse matrix orderings in interior point methods
- Sparse Approximation via Generating Point Sets
- On the study of sparse linear programming
- Sparse Approximation via Penalty Decomposition Methods
- General-purpose preconditioning for regularized interior point methods
- On the stationarity for nonlinear optimization problems with polyhedral constraints
- Interior point methods in the year 2025
- Enforcing Katz and PageRank centrality measures in complex networks
- An efficient active-set method with applications to sparse approximations and risk minimization
- Bilevel robust optimization approach for multi-period sparse portfolio selection
- Efficient computational method for matrix function in dynamic problems
- A three-step framework for noisy image segmentation in brain MRI
- Matrix-free interior point method for compressed sensing problems
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