289 citations · 518 across the 37 of their papers we have counts for
4 papers · 1 filter
Penalty methods for a class of non-Lipschitz optimization problems
Xiaojun Chen, Zhaosong Lu, Ting Kei Pong
We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a po…
An Accelerated Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization
Qihang Lin, Zhaosong Lu, Lin Xiao
We consider the problem of minimizing the sum of two convex functions: one is smooth and given by a gradient oracle, and the other is separable over blocks of coordinates and has a…
Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion
Zheng Wang, Ming-Jun Lai, Zhaosong Lu +3
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the m…
Schatten- Quasi-Norm Regularized Matrix Optimization via Iterative Reweighted Singular Value Minimization
Zhaosong Lu, Yong Zhang
In this paper we study general Schatten- quasi-norm (SPQN) regularized matrix minimization problems. In particular, we first introduce a class of first-order stationary points f…