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math.OC2019
Algorithmic Versatility of SPF-regularization Methods
Lixin Shen, Bruce W. Suter, Erin E. Tripp
Sparsity promoting functions (SPFs) are commonly used in optimization problems to find solutions which are assumed or desired to be sparse in some basis. For example, the l1-regula…
math.OC2018
Structured Sparsity Promoting Functions
Lixin Shen, Bruce W. Suter, Erin E. Tripp
Motivated by the minimax concave penalty based variable selection in high-dimensional linear regression, we introduce a simple scheme to construct structured semiconvex sparsity pr…