A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering

DOI10.1137/21M1441080zbMath1501.90046arXiv2108.07462OpenAlexW3193625992MaRDI QIDQ5869815

Yancheng Yuan, Tsung-Hui Chang, Defeng Sun, Kim-Chuan Toh

Publication date: 29 September 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.07462

zbMATH Keywords

convex optimizationdimension reductionstructured sparsityconvex clusteringadaptive sieving

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90)

Uses Software

• FPC_AS
• MNIST
• k-means++

Cites Work

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