Stochastic proximal gradient method FOR _1 regularized optimization over a sphere
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Stochastic proximal gradient method FOR \(\ell 1\) regularized optimization over a sphere
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Cites work
- A coordinate gradient descent method for nonsmooth separable minimization
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A further result on an implicit function theorem for locally Lipschitz functions
- A proximal stochastic gradient method with progressive variance reduction
- A regularized semi-smooth Newton method with projection steps for composite convex programs
- A splitting method for orthogonality constrained problems
- A stochastic semismooth Newton method for nonsmooth nonconvex optimization
- An inexact successive quadratic approximation method for L-1 regularized optimization
- An investigation of Newton-sketch and subsampled Newton methods
- Benchmarking optimization software with performance profiles.
- Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture
- Complete Dictionary Recovery Over the Sphere II: Recovery by Riemannian Trust-Region Method
- Conditional gradient algorithms for rank-one matrix approximations with a sparsity constraint
- Convergence of stochastic proximal gradient algorithm
- Exact and inexact subsampled Newton methods for optimization
- Finding a Sparse Vector in a Subspace: Linear Sparsity Using Alternating Directions
- Generalized power method for sparse principal component analysis
- Global rates of convergence for nonconvex optimization on manifolds
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- Inexact proximal stochastic second-order methods for nonconvex composite optimization
- Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Online principal components analysis
- Optimal solutions for sparse principal component analysis
- Principal component analysis.
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- Proximal Newton-type methods for minimizing composite functions
- Proximal Point Algorithm On Riemannian Manifolds
- Stochastic Gradient Descent on Riemannian Manifolds
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Subgradient algorithm on Riemannian manifolds
- Subsampled inexact Newton methods for minimizing large sums of convex functions
- Two-Point Step Size Gradient Methods
Cited in
(7)- A geometric proximal gradient method for sparse least squares regression with probabilistic simplex constraint
- An interior stochastic gradient method for a class of non-Lipschitz optimization problems
- Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons
- Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs
- scientific article; zbMATH DE number 6253925 (Why is no real title available?)
- An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
- Riemannian optimization on unit sphere with \(p\)-norm and its applications
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