289 citations · 518 across the 37 of their papers we have counts for
4 papers · 1 filter
Sparse Recovery via Partial Regularization: Models, Theory and Algorithms
Zhaosong Lu, Xiaorui Li
In the context of sparse recovery, it is known that most of existing regularizers such as suffer from some bias incurred by some leading entries (in magnitude) of the asso…
Generalized Conjugate Gradient Methods for Regularized Convex Quadratic Programming with Finite Convergence
Zhaosong Lu, Xiaojun Chen
The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG…
Optimization over Sparse Symmetric Sets via a Nonmonotone Projected Gradient Method
Zhaosong Lu
We consider the problem of minimizing a Lipschitz differentiable function over a class of sparse symmetric sets that has wide applications in engineering and science. For this prob…
An Efficient Optimization Approach for a Cardinality-Constrained Index Tracking Problem
Fengmin Xu, Zhaosong Lu, Zongben Xu
In the practical business environment, portfolio managers often face business-driven requirements that limit the number of constituents in their tracking portfolio. A natural index…