activity
20122018
most citedRegularization vs. Relaxation: A conic optimization perspective of statistical variable selection

24 citations · 35 across the 6 of their papers we have counts for

collaborators

6 papers

math.NA2018★ 8 cited

A Scale Invariant Approach for Sparse Signal Recovery

Yaghoub Rahimi, Chao Wang, Hongbo Dong +1

In this paper, we study the ratio of the and norms, denoted as , to promote sparsity. Due to the non-convexity and non-linearity, there has been little atten…

math.OC2018★ 1 cited

Compact Disjunctive Approximations to Nonconvex Quadratically Constrained Programs

Hongbo Dong, Yunqi Luo

Decades of advances in mixed-integer linear programming (MILP) and recent development in mixed-integer second-order-cone programming (MISOCP) have translated very mildly to progres…

stat.ML2016★ 1 cited

On the exact recovery of sparse signals via conic relaxations

Hongbo Dong

In this note we compare two recently proposed semidefinite relaxations for the sparse linear regression problem by Pilanci, Wainwright and El Ghaoui (Sparse learning via boolean re…

cs.LG2015★ 24 cited

Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection

Hongbo Dong, Kun Chen, Jeff Linderoth

Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable…

math.OC2014

Relaxing nonconvex quadratic functions by multiple adaptive diagonal perturbations

Hongbo Dong

The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxa…

stat.ME2012★ 1 cited

Reduced rank regression via adaptive nuclear norm penalization

Kun Chen, Hongbo Dong, Kung-Sik Chan

Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivar…