Pages that link to "Item:Q1683689"
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The following pages link to Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689):
Displaying 20 items.
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points (Q683332) (← links)
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms (Q1639726) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- A cubic spline penalty for sparse approximation under tight frame balanced model (Q1986544) (← links)
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
- Some theoretical limitations of second-order algorithms for smooth constrained optimization (Q2417153) (← links)
- Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness (Q2687436) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
- Local Linear Convergence of ISTA and FISTA on the LASSO Problem (Q2954397) (← links)
- (Q5037987) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
- Hessian Barrier Algorithms for Linearly Constrained Optimization Problems (Q5233100) (← links)
- Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm (Q6043130) (← links)
- Sparse recovery based on the generalized error function (Q6616997) (← links)
- Hessian barrier algorithms for non-convex conic optimization (Q6665383) (← links)
- Fully polynomial-time randomized approximation schemes for global optimization of high-dimensional minimax concave penalized generalized linear models (Q6668158) (← links)
