Pages that link to "Item:Q5348469"
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The following pages link to Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469):
Displaying 49 items.
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- A proximal difference-of-convex algorithm with extrapolation (Q1744881) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing (Q1749455) (← links)
- Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods (Q2052389) (← links)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
- An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems (Q2125070) (← links)
- A truncated Newton algorithm for nonconvex sparse recovery (Q2143093) (← links)
- On two recent nonconvex penalties for regularization in machine learning (Q2143527) (← links)
- The DTC (difference of tangentially convex functions) programming: optimality conditions (Q2146366) (← links)
- Accelerated inexact composite gradient methods for nonconvex spectral optimization problems (Q2149955) (← links)
- Kurdyka-Łojasiewicz exponent via inf-projection (Q2162122) (← links)
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- The subdifferential of measurable composite max integrands and smoothing approximation (Q2189440) (← links)
- Nonconvex optimization for robust tensor completion from grossly sparse observations (Q2219800) (← links)
- On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression (Q2230800) (← links)
- Structural properties of affine sparsity constraints (Q2425165) (← links)
- Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172) (← links)
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems (Q2425176) (← links)
- Distributed nonconvex constrained optimization over time-varying digraphs (Q2425183) (← links)
- Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints (Q2692792) (← links)
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
- Error bound and isocost imply linear convergence of DCA-based algorithms to D-stationarity (Q2697002) (← links)
- Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249) (← links)
- Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems (Q4641680) (← links)
- (Q5037987) (← links)
- Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems (Q5093646) (← links)
- (Q5149020) (← links)
- Iteratively Reweighted Group Lasso Based on Log-Composite Regularization (Q5161764) (← links)
- On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods (Q5210513) (← links)
- Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
- Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms (Q5219700) (← links)
- Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes (Q5234282) (← links)
- Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming (Q5242930) (← links)
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions (Q5860273) (← links)
- Robust Tensor Completion: Equivalent Surrogates, Error Bounds, and Algorithms (Q5863527) (← links)
- Penalty and Augmented Lagrangian Methods for Constrained DC Programming (Q5868956) (← links)
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization (Q5882242) (← links)
- Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm (Q6043130) (← links)
- Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix (Q6120849) (← links)
- (Q6137264) (← links)
- Sparse precision matrix estimation with missing observations (Q6138150) (← links)
- A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems (Q6141533) (← links)
- A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems (Q6177008) (← links)
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems (Q6182324) (← links)
- Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization (Q6188511) (← links)