Pages that link to "Item:Q5945065"
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The following pages link to Convergence of a block coordinate descent method for nondifferentiable minimization (Q5945065):
Displaying 50 items.
- Coordinate descent algorithm for covariance graphical Lasso (Q892800) (← links)
- Sparse identification of posynomial models (Q894327) (← links)
- Split Bregman method for large scale fused Lasso (Q901530) (← links)
- A coordinate gradient descent method for nonsmooth separable minimization (Q959979) (← links)
- Estimating time-varying networks (Q977626) (← links)
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization (Q1016411) (← links)
- Sparse group Lasso and high dimensional multinomial classification (Q1621358) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- Identification of proportionality structure with two-part models using penalization (Q1659176) (← links)
- Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models (Q1659358) (← links)
- A globally convergent algorithm for nonconvex optimization based on block coordinate update (Q1676921) (← links)
- Cost-to-travel functions: a new perspective on optimal and model predictive control (Q1680654) (← links)
- Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (Q1691386) (← links)
- Hierarchical sparse modeling: a choice of two group Lasso formulations (Q1704702) (← links)
- A new nonconvex approach to low-rank matrix completion with application to image inpainting (Q1710943) (← links)
- Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights (Q1717220) (← links)
- Stochastic block-coordinate gradient projection algorithms for submodular maximization (Q1723100) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs (Q1734768) (← links)
- Control of MIMO nonlinear systems: a data-driven model inversion approach (Q1737753) (← links)
- A mixture of nuclear norm and matrix factorization for tensor completion (Q1747028) (← links)
- Cyclic seesaw process for optimization and identification (Q1762401) (← links)
- Graph sparse nonnegative matrix factorization algorithm based on the inertial projection neural network (Q1791058) (← links)
- Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
- Two algorithms for fitting constrained marginal models (Q1800112) (← links)
- A storm of feasibility pumps for nonconvex MINLP (Q1925794) (← links)
- X-ray CT image reconstruction via wavelet frame based regularization and Radon domain inpainting (Q1945370) (← links)
- Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm (Q1946921) (← links)
- Inferring sparse Gaussian graphical models with latent structure (Q1951974) (← links)
- Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
- An inexact PAM method for computing Wasserstein barycenter with unknown supports (Q1983867) (← links)
- Pairwise fusion approach incorporating prior constraint information (Q1988277) (← links)
- Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- Lower bounds for cubic optimization over the sphere (Q2031942) (← links)
- A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
- Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization (Q2044495) (← links)
- An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
- Partially distributed outer approximation (Q2046262) (← links)
- A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization (Q2046565) (← links)
- Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576) (← links)
- Optimal representative sample weighting (Q2058720) (← links)
- An efficient alternating minimization method for fourth degree polynomial optimization (Q2070363) (← links)
- Linear support vector regression with linear constraints (Q2071335) (← links)
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem (Q2072164) (← links)
- Two-level monotonic multistage recommender systems (Q2074300) (← links)
- A maximum-margin multisphere approach for binary multiple instance learning (Q2077935) (← links)
- Biclustering analysis of functionals via penalized fusion (Q2078535) (← links)
- Feature selection for data integration with mixed multiview data (Q2078739) (← links)
