We introduce a linearly weighted variant of the total
variation for vector fields in order to formulate regularizers
for multi-class labeling problems with non-trivial interclass...
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...