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math.OC2014
Hybrid Conditional Gradient - Smoothing Algorithms with Applications to Sparse and Low Rank Regularization
Andreas Argyriou, Marco Signoretto, Johan Suykens
We study a hybrid conditional gradient - smoothing algorithm (HCGS) for solving composite convex optimization problems which contain several terms over a bounded set. Examples of t…
math.OC2012★ 30 cited
PRISMA: PRoximal Iterative SMoothing Algorithm
Francesco Orabona, Andreas Argyriou, Nathan Srebro
Motivated by learning problems including max-norm regularized matrix completion and clustering, robust PCA and sparse inverse covariance selection, we propose a novel optimization…