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math.OC2021
Unified Smoothing Approach for Best Hyperparameter Selection Problem Using a Bilevel Optimization Strategy
Jan Harold Alcantara, Chieu Thanh Nguyen, Takayuki Okuno +2
Strongly motivated from use in various fields including machine learning, the methodology of sparse optimization has been developed intensively so far. Especially, the recent advan…
math.OC2021
Method of Alternating Projection for the Absolute Value Equation
Jan Harold Alcantara, Jein-Shan Chen, Matthew K. Tam
A novel approach for solving the general absolute value equation where and is presented. We reformulate the equati…