Copertina

Adaptive Dimension Reduction for Overlapping Group Sparsity

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bai, Yifan, Poon, Clarice, Liang, Jingwei
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control 49K99, 65K05, 90C30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

A Jacobi-type Newton method for Nash equilibrium problems with descent guarantees
di: Kolossoski, Oliver, et al.
Pubblicazione: (2022)

Sufficient Conditions for Error Distance Reduction in the (\ell^2)-norm Trust Region between Minimizers of Local Nonconvex Multivariate Quadratic Approximates
di: Xie, Pengcheng
Pubblicazione: (2023)

Nonsmooth convex-concave saddle point problems with cardinality penalties
di: Bian, Wei, et al.
Pubblicazione: (2024)

Optimization Problems with Nearly Convex Objective Functions and Nearly Convex Constraint Sets
di: Thieu, Nguyen Nang, et al.
Pubblicazione: (2026)

Efficient Implementation of Third-Order Tensor Methods with Adaptive Regularization for Unconstrained Optimization
di: Cartis, Coralia, et al.
Pubblicazione: (2024)

A line search filter sequential adaptive cubic regularisation algorithm for nonlinearly constrained optimization
di: Pei, Yonggang, et al.
Pubblicazione: (2024)

Shadow splitting methods for nonconvex optimisation: epi-approximation, convergence and saddle point avoidance
di: Atenas, Felipe
Pubblicazione: (2025)

Understanding the Douglas-Rachford splitting method through the lenses of Moreau-type envelopes
di: Atenas, Felipe
Pubblicazione: (2023)

Mathematical programs with complementarity constraints and application to hyperparameter tuning for nonlinear support vector machines
di: Ward, Samuel, et al.
Pubblicazione: (2025)

Alternating Gradient-Type Algorithm for Bilevel Optimization with Inexact Lower-Level Solutions via Moreau Envelope-based Reformulation
di: Bai, Xiaoning, et al.
Pubblicazione: (2024)

A Proximal Stochastic Gradient Method with Adaptive Step Size and Variance Reduction for Convex Composite Optimization
di: Fang, Changjie, et al.
Pubblicazione: (2025)

A relaxed version of Ryu's three-operator splitting method for structured nonconvex optimization
di: Alcantara, Jan Harold, et al.
Pubblicazione: (2025)

A Second-Order Algorithm Based on Affine Scaling Interior-Point Methods for nonlinear Optimisation with bound constraints
di: Pei, Yonggang, et al.
Pubblicazione: (2026)

Modified parameter of Dai Liao conjugacy condition of the conjugate gradient method
di: Alhawarat, Ahmad
Pubblicazione: (2023)

An interior proximal gradient method for nonconvex optimization
di: De Marchi, Alberto, et al.
Pubblicazione: (2022)

Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
di: Saadati, Maryam, et al.
Pubblicazione: (2022)

Complexity of an inexact stochastic SQP algorithm for equality constrained optimization
di: O'Neill, Michael J., et al.
Pubblicazione: (2026)

A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization
di: O'Neill, Michael J.
Pubblicazione: (2024)

Nonsmooth Projection-Free Optimization with Functional Constraints
di: Asgari, Kamiar, et al.
Pubblicazione: (2023)

A finitely convergent circumcenter method for the Convex Feasibility Problem
di: Behling, Roger, et al.
Pubblicazione: (2023)

Parallel Polyhedral Projection Method for the Convex Feasibility Problem
di: Barros, Pablo, et al.
Pubblicazione: (2025)

Fejér* monotonicity in optimization algorithms
di: Behling, Roger, et al.
Pubblicazione: (2024)

On existence of solutions to non-convex minimization problems
di: Rele, Rohan, et al.
Pubblicazione: (2024)

Enhancing sharp augmented Lagrangian methods with smoothing techniques for nonlinear programming
di: Romero, José Luis, et al.
Pubblicazione: (2024)

The Grimmer--Shu--Wang Certificate and the Drori--Teboulle Minimax Constant-Stepsize Bound for $N\ge 3$
di: Zhang, Lixing
Pubblicazione: (2026)

A General Recipe for Parameter-Free Nonconvex Optimization via Higher-Order Regularization
di: Marumo, Naoki, et al.
Pubblicazione: (2026)

Non-Convex Self-Concordant Functions: Practical Algorithms and Complexity Analysis
di: Goldfarb, Donald, et al.
Pubblicazione: (2025)

Riemannian Trust Region Methods for SC$^1$ Minimization
di: Zhang, Chenyu, et al.
Pubblicazione: (2023)

A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming
di: Käming, Isabella, et al.
Pubblicazione: (2024)

A cut-and-project perspective for linearized Bregman iterations
di: Dai, Yu-Hong, et al.
Pubblicazione: (2024)

Generalized Steepest Descent Methods on Riemannian Manifolds and Hilbert Spaces: Convergence Analysis and Stochastic Extensions
di: A., Rashid, et al.
Pubblicazione: (2025)

Optimality Conditions and Numerical Algorithms for a Class of Minimax Bilevel Optimization Problems
di: Hu, Yaling, et al.
Pubblicazione: (2026)

First- and Second-Order Stochastic Adaptive Regularization with Cubics: High Probability Iteration and Sample Complexity
di: Scheinberg, Katya, et al.
Pubblicazione: (2023)

Gauss-Newton meets PANOC: A fast and globally convergent algorithm for nonlinear optimal control
di: Pas, Pieter, et al.
Pubblicazione: (2022)

An Adaptive Order Caputo Fractional Gradient Descent Method for Multi-objective Optimization Problems
di: Shaw, Barsha, et al.
Pubblicazione: (2025)

Technical results on the convergence of quasi-Newton methods for nonsmooth optimization
di: Gebken, Bennet
Pubblicazione: (2025)

Adaptive Multilevel Newton: A Quadratically Convergent Optimization Method
di: Tsipinakis, Nick, et al.
Pubblicazione: (2025)

Inexact Riemannian Gradient Descent Method for Nonconvex Optimization
di: Zhou, Juan, et al.
Pubblicazione: (2024)

Stochastic optimization over proximally smooth sets
di: Davis, Damek, et al.
Pubblicazione: (2020)

S2MPJ and CUTEst optimization problems for Matlab, Python and Julia
di: Gratton, Serge, et al.
Pubblicazione: (2024)