Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This c...
In various applications, the effect of errors in gradient-based iterations is of particular importance when seeking saddle points of the Lagrangian function associated with constra...
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
This paper presents a stagewise least square (SLS) loss function for classification. It uses a least square form within each stage to approximate a bounded monotonic nonconvex los...
The convergence rate is analyzed for the sparse reconstruction by separable approximation (SpaRSA) algorithm for minimizing a sum f(x) + ψ(x), where f is smooth and ψ is convex, ...