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math.OC2021
A Majorized-Generalized Alternating Direction Method of Multipliers for Convex Composite Programming
Congying Qin, Yunhai Xiao, Peili Li
The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in…
stat.ML2021
A Data-Driven Line Search Rule for Support Recovery in High-dimensional Data Analysis
Peili Li, Yuling Jiao, Xiliang Lu +1
In this work, we consider the algorithm to the (nonlinear) regression problems with penalty. The existing algorithms for based optimization problem are often carr…
stat.ME2021
Semismooth Newton Augmented Lagrangian Algorithm for Adaptive Lasso Penalized Least Squares in Semiparametric Regression
Peili Li, Yunhai Xiao, Meixia Yang +1
This paper is concerned with a partially linear semiparametric regression model containing an unknown regression coefficient, an unknown nonparametric function, and an unobservable…