4 papers
Restarted Fixed-Point Acceleration of Proximal ADMM for Capped- Penalized Optimization
Hongyuan Tao, Fan Wu, Wei Bian
We consider box-constrained optimization with a convex, Lipschitz continuous loss function that may be nonsmooth and a capped- penalty. Exploiting the convex branch represe…
A Safeguarded Accelerated Proximal ADMM Algorithm for Solving Structured Cardinality Penalized Optimization Problems
Wei Bian, Hongyuan Tao, Fan Wu
This paper considers a class of structured cardinality penalized optimization problems with nonsmooth convex loss functions, for which the proximal mapping associated with the stru…
A consensus-based optimization method for nonsmooth nonconvex programs with approximated gradient descent scheme
Jiazhen Wei, Fan Wu, Wei Bian
In this paper, we are interested in finding the global minimizer of a nonsmooth nonconvex unconstrained optimization problem. By combining the discrete consensus-based optimization…
Extrapolated Hard Thresholding Algorithms with Finite Length for Composite Penalized Problems
Fan Wu, Jiazhen Wei, Wei Bian
For a class of sparse optimization problems with the penalty function of , we first characterize its local minimizers and then propose an extrapolated hard thresho…