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math.OC2023
Sparse SVM with Hard-Margin Loss: a Newton-Augmented Lagrangian Method in Reduced Dimensions
Penghe Zhang, Naihua Xiu, Hou-Duo Qi
The hard margin loss function has been at the core of the support vector machine (SVM) research from the very beginning due to its generalization capability.On the other hand, the…
math.OC2023
iNALM: An inexact Newton Augmented Lagrangian Method for Zero-One Composite Optimization
Penghe Zhang, Naihua Xiu, Hou-Duo Qi
Zero-One Composite Optimization (0/1-COP) is a prototype of nonsmooth, nonconvex optimization problems and it has attracted much attention recently. The augmented Lagrangian Method…