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math.OC2024
Lipschitz continuity of solution multifunctions of extended regularization problems
Kaiwen Meng, Pengcheng Wu, Xiaoqi Yang
The Lasso and the basis pursuit in compressed sensing and machine learning are convex optimization problems with three parameters: the regularization scalar, the observation vector…
math.OC2024
Stability Criteria and Calculus Rules via Conic Contingent Coderivatives in Banach Spaces
Boris S. Mordukhovich, Pengcheng Wu, Xiaoqi Yang
This paper addresses the study of novel constructions of variational analysis and generalized differentiation that are appropriate for characterizing robust stability properties of…