Computation of second-order directional stationary points for group sparse optimization
From MaRDI portal
Publication:5210743
DOI10.1080/10556788.2019.1684492zbMath1428.90138OpenAlexW2985635587WikidataQ126840250 ScholiaQ126840250MaRDI QIDQ5210743
No author found.
Publication date: 21 January 2020
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2019.1684492
smoothing methodgroup sparse optimizationnonconvex and nonsmooth optimizationcomposite folded concave penaltydirectional stationary point
Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)
Related Items
The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems ⋮ Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm ⋮ Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- DC approximation approaches for sparse optimization
- Group coordinate descent algorithms for nonconvex penalized regression
- Smoothing methods for nonsmooth, nonconvex minimization
- The benefit of group sparsity
- The composite absolute penalties family for grouped and hierarchical variable selection
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- Asymptotics for Lasso-type estimators.
- Error bounds for compressed sensing algorithms with group sparsity: A unified approach
- Strong oracle optimality of folded concave penalized estimation
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Optimality Conditions and a Smoothing Trust Region Newton Method for NonLipschitz Optimization
- Computing B-Stationary Points of Nonsmooth DC Programs
- Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- The Group Lasso for Logistic Regression
- A group bridge approach for variable selection
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization
- Group Sparse Recovery via the $\ell ^0(\ell ^2)$ Penalty: Theory and Algorithm
- On second-order directional derivatives
- Sparse optimization for nonconvex group penalized estimation
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity
- Group sparse optimization via $\ell_{p,q}$ regularization
- Model Selection and Estimation in Regression with Grouped Variables
- Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- A fast unified algorithm for solving group-lasso penalize learning problems
