4 papers · 1 filter
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…
Robust principal component analysis with rank and cardinality regularization under matrix factorization
Wenjing Li, Wei Bian, Kim-Chuan Toh
Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and -norm of…
On solving a rank regularized minimization problem via equivalent factorized column-sparse regularized models
Wenjing Li, Wei Bian, Kim-Chuan Toh
Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional ra…