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math.OC2017★ 1 cited
On efficiently solving the subproblems of a level-set method for fused lasso problems
Xudong Li, Defeng Sun, Kim-Chuan Toh
In applying the level-set method developed in [Van den Berg and Friedlander, SIAM J. on Scientific Computing, 31 (2008), pp.~890--912 and SIAM J. on Optimization, 21 (2011), pp.~12…
math.OC2017
On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
Xudong Li, Defeng Sun, Kim-Chuan Toh
We derive an explicit formula, as well as an efficient procedure, for constructing a generalized Jacobian for the projector of a given square matrix onto the Birkhoff polytope, i.e…