2 papers
math.OC2019
A hybrid penalty method for a class of optimization problems with multiple rank constraints
Tianxiang Liu, Ivan Markovsky, Ting Kei Pong +1
In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identif…
math.OC2018
A refined convergence analysis of pDCA with applications to simultaneous sparse recovery and outlier detection
Tianxiang Liu, Ting Kei Pong, Akiko Takeda
We consider the problem of minimizing a difference-of-convex (DC) function, which can be written as the sum of a smooth convex function with Lipschitz gradient, a proper closed con…