Pages that link to "Item:Q4562249"

The following pages link to Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249):

Displaying 28 items.

• On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
• Optimality conditions for locally Lipschitz optimization with \(l_0\)-regularization (Q1996752) (← links)
• Nonconvex robust programming via value-function optimization (Q2028490) (← links)
• An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems (Q2146447) (← links)
• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
• A study of piecewise linear-quadratic programs (Q2194127) (← links)
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
• On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression (Q2230800) (← links)
• Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method (Q3387919) (← links)
• (Q4969108) (← links)
• A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications (Q5026439) (← links)
• MultiComposite Nonconvex Optimization for Training Deep Neural Networks (Q5114402) (← links)
• (Q5149020) (← links)
• Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions (Q5162654) (← links)
• Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes (Q5234282) (← links)
• Proximal Distance Algorithms: Theory and Examples (Q5381120) (← links)
• Stability and Error Analysis for Optimization and Generalized Equations (Q5853718) (← links)
• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization (Q5868947) (← links)
• Penalty and Augmented Lagrangian Methods for Constrained DC Programming (Q5868956) (← links)
• Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)
• High-Order Optimization Methods for Fully Composite Problems (Q5869820) (← links)
• Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
• An efficient semismooth Newton method for adaptive sparse signal recovery problems (Q5882234) (← links)
• Markov chain stochastic DCA and applications in deep learning with PDEs regularization (Q6143666) (← links)
• Spectrahedral Regression (Q6155881) (← links)
• Consistent approximations in composite optimization (Q6165588) (← links)
• A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems (Q6177008) (← links)
• Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization (Q6188511) (← links)