Zhaosong Lu

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 33

Top Topics

Optimization Problems

Nonlinear Programming

Lipschitz Continuity

Convex Optimization

Top Venues

Math. Oper. Res.

Publications

Oh-Ran Kwon, Zhaosong Lu, Hui Zou
Exactly Uncorrelated Sparse Principal Component Analysis. J. Comput. Graph. Stat. 33 (1) (2024)
Quanqi Hu, Qi Qi, Zhaosong Lu, Tianbao Yang
Single-loop Stochastic Algorithms for Difference of Max-Structured Weakly Convex Functions. CoRR (2024)
Hong Zhu, Xiaoxia Liu, Lin Huang, Zhaosong Lu, Jian Lu, Michael K. Ng
Augmented Lagrangian method for tensor low-rank and sparsity models in multi-dimensional image recovery. Adv. Comput. Math. 50 (4) (2024)
Zhaosong Lu, Sanyou Mei
First-Order Penalty Methods for Bilevel Optimization. SIAM J. Optim. 34 (2) (2024)
Chuan He, Zhaosong Lu
Newton-CG methods for nonconvex unconstrained optimization with Hölder continuous Hessian. CoRR (2023)
Saghir Alfasly, Jian Lu, Chen Xu, Zaid Al-Huda, Qingtang Jiang, Zhaosong Lu, Charles K. Chui
FastPicker: Adaptive independent two-stage video-to-video summarization for efficient action recognition. Neurocomputing 516 (2023)
Zhaosong Lu, Sanyou Mei
First-order penalty methods for bilevel optimization. CoRR (2023)
Masaru Ito, Zhaosong Lu, Chuan He
A Parameter-Free Conditional Gradient Method for Composite Minimization under Hölder Condition. J. Mach. Learn. Res. 24 (2023)
Zhaosong Lu, Xiaorui Li, Shuhuang Xiang
Exact penalization for cardinality and rank-constrained optimization problems via partial regularization. Optim. Methods Softw. 38 (2) (2023)
Chuan He, Zhaosong Lu, Ting Kei Pong
A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees. SIAM J. Optim. 33 (3) (2023)
Chuan He, Heng Huang, Zhaosong Lu
A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization. CoRR (2023)
Chuan He, Zhaosong Lu, Ting Kei Pong
A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity guarantees. CoRR (2023)
Zhaosong Lu, Sanyou Mei
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient. SIAM J. Optim. 33 (3) (2023)
Chuan He, Zhaosong Lu
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees. SIAM J. Optim. 33 (2) (2023)
Zhaosong Lu, Sanyou Mei
A first-order augmented Lagrangian method for constrained minimax optimization. CoRR (2023)
Ziyi Chen, Yi Zhou, Yingbin Liang, Zhaosong Lu
Generalized-Smooth Nonconvex Optimization is As Efficient As Smooth Nonconvex Optimization. ICML (2023)
Zhaosong Lu, Zirui Zhou
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming. SIAM J. Optim. 33 (2) (2023)
Zhaosong Lu, Sanyou Mei
Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient. CoRR (2022)
Zhaosong Lu, Zhe Sun, Zirui Zhou
Penalty and Augmented Lagrangian Methods for Constrained DC Programming. Math. Oper. Res. 47 (3) (2022)
Chuan He, Zhaosong Lu
A Newton-CG based barrier method for finding a second-order stationary point of nonconvex conic optimization with complexity guarantees. CoRR (2022)
Zhaosong Lu, Sanyou Mei
Primal-dual extrapolation methods for monotone inclusions under local Lipschitz continuity with applications to variational inequality, conic constrained saddle point, and convex conic optimization problems. CoRR (2022)
Peiran Yu, Ting Kei Pong, Zhaosong Lu
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems. SIAM J. Optim. 31 (3) (2021)
Zhaosong Lu, Zirui Zhou
Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming. SIAM J. Optim. 29 (4) (2019)
Zhaosong Lu, Zirui Zhou, Zhe Sun
Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization. Math. Program. 176 (1-2) (2019)
Zhaosong Lu, Xiaojun Chen
Regularized Convex Quadratic Programming with Finite Convergence. Math. Oper. Res. 43 (1) (2018)
Zhaosong Lu, Xiaorui Li
Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms. Math. Oper. Res. 43 (4) (2018)
Xiaojun Chen, Lei Guo, Zhaosong Lu, Jane J. Ye
An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming. SIAM J. Numer. Anal. 55 (1) (2017)
Zhaosong Lu, Yong Zhang, Jian Lu
\(\ell _p\) Regularized low-rank approximation via iterative reweighted singular value minimization. Comput. Optim. Appl. 68 (3) (2017)
Zhaosong Lu, Lin Xiao
A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming. SIAM J. Numer. Anal. 55 (6) (2017)
Zhaosong Lu
Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization. SIAM J. Optim. 27 (3) (2017)
Zhaosong Lu
Randomized block proximal damped Newton method for composite self-concordant minimization. CoRR (2016)
Xiaojun Chen, Zhaosong Lu, Ting Kei Pong
Penalty Methods for a Class of Non-Lipschitz Optimization Problems. SIAM J. Optim. 26 (3) (2016)
Fengmin Xu, Zhaosong Lu, Zongben Xu
An efficient optimization approach for a cardinality-constrained index tracking problem. Optim. Methods Softw. 31 (2) (2016)
Michael Ulbrich, Zaiwen Wen, Chao Yang, Dennis Klöckner, Zhaosong Lu
A Proximal Gradient Method for Ensemble Density Functional Theory. SIAM J. Sci. Comput. 37 (4) (2015)
Qihang Lin, Zhaosong Lu, Lin Xiao
An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization. SIAM J. Optim. 25 (4) (2015)
Sen Yang, Zhaosong Lu, Xiaotong Shen, Peter Wonka, Jieping Ye
Fused Multiple Graphical Lasso. SIAM J. Optim. 25 (2) (2015)
Zhaosong Lu, Lin Xiao
On the complexity analysis of randomized block-coordinate descent methods. Math. Program. 152 (1-2) (2015)
Zhaosong Lu
A Nonmonotone Projected Gradient Method for Optimization over Sparse Symmetric Sets. CoRR (2015)
Zhaosong Lu, Yong Zhang, Xiaorui Li
Penalty decomposition methods for rank minimization. Optim. Methods Softw. 30 (3) (2015)
Zhaosong Lu, Xiaorui Li
Sparse Recovery via Partial Regularization: Models, Theory and Algorithms. CoRR (2015)
Zhaosong Lu, Xiaojun Chen
Regularized Convex Quadratic Programming with Finite Convergence. CoRR (2015)
Zheng Wang, Ming-Jun Lai, Zhaosong Lu, Wei Fan, Hasan Davulcu, Jieping Ye
Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion. SIAM J. Sci. Comput. 37 (1) (2015)
Zheng Wang, Ming-Jun Lai, Zhaosong Lu, Wei Fan, Hasan Davulcu, Jieping Ye
Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion. CoRR (2014)
Zhaosong Lu
regularized unconstrained nonlinear programming. Math. Program. 147 (1-2) (2014)
Zhaosong Lu
regularized convex cone programming. Math. Program. 147 (1-2) (2014)
Zheng Wang, Ming-Jun Lai, Zhaosong Lu, Wei Fan, Hasan Davulcu, Jieping Ye
Rank-One Matrix Pursuit for Matrix Completion. ICML (2014)
Qihang Lin, Zhaosong Lu, Lin Xiao
An Accelerated Proximal Coordinate Gradient Method. NIPS (2014)
Zhaosong Lu, Lin Xiao
On the Complexity Analysis of Randomized Block-Coordinate Descent Methods CoRR (2013)
Yong Zhang, Bin Dong, Zhaosong Lu
Minimization for wavelet frame based image restoration. Math. Comput. 82 (282) (2013)
Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems CoRR (2013)
Jiayu Zhou, Zhaosong Lu, Jimeng Sun, Lei Yuan, Fei Wang, Jieping Ye
FeaFiner: biomarker identification from medical data through feature generalization and selection. KDD (2013)
Zhaosong Lu, Yong Zhang
Sparse Approximation via Penalty Decomposition Methods. SIAM J. Optim. 23 (4) (2013)
Zhaosong Lu, Ting Kei Pong
Computing Optimal Experimental Designs via Interior Point Method. SIAM J. Matrix Anal. Appl. 34 (4) (2013)
Dan Zhang, Zhaosong Lu
Assessing the Value of Dynamic Pricing in Network Revenue Management. INFORMS J. Comput. 25 (1) (2013)
Zhaosong Lu, Lin Xiao
Randomized Block Coordinate Non-Monotone Gradient Method for a Class of Nonlinear Programming. CoRR (2013)
Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems. ICML (2) (2013)
Zhaosong Lu
Primal-dual first-order methods for a class of cone programming. Optim. Methods Softw. 28 (6) (2013)
Zhaosong Lu
Iterative Hard Thresholding Methods for $l_0$ Regularized Convex Cone Programming CoRR (2012)
Zhaosong Lu, Yong Zhang
An augmented Lagrangian approach for sparse principal component analysis. Math. Program. 135 (1-2) (2012)
Zhaosong Lu, Ting Kei Pong, Yong Zhang
An alternating direction method for finding Dantzig selectors. Comput. Stat. Data Anal. 56 (12) (2012)
Zhaosong Lu
Iterative Reweighted Minimization Methods for $l_p$ Regularized Unconstrained Nonlinear Programming CoRR (2012)
Zhaosong Lu, Renato D. C. Monteiro, Ming Yuan
Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression. Math. Program. 131 (1-2) (2012)
Zhaosong Lu, Yong Zhang
Sparse Approximation via Penalty Decomposition Methods CoRR (2012)
Zhaosong Lu
A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set. Math. Program. 126 (1) (2011)
Yong Zhang, Zhaosong Lu
Penalty Decomposition Methods for Rank Minimization. NIPS (2011)
Zhaosong Lu
Robust portfolio selection based on a joint ellipsoidal uncertainty set. Optim. Methods Softw. 26 (1) (2011)
Guanghui Lan, Zhaosong Lu, Renato D. C. Monteiro
(1/e) iteration-complexity for cone programming. Math. Program. 126 (1) (2011)
Yong Zhang, Bin Dong, Zhaosong Lu
Minimization for Wavelet Frame Based Image Restoration CoRR (2011)
Zhaosong Lu, Ting Kei Pong
Minimizing Condition Number via Convex Programming. SIAM J. Matrix Anal. Appl. 32 (4) (2011)
Zhaosong Lu
Adaptive First-Order Methods for General Sparse Inverse Covariance Selection. SIAM J. Matrix Anal. Appl. 31 (4) (2010)
Zhaosong Lu, Yong Zhang
An Augmented Lagrangian Approach for Sparse Principal Component Analysis CoRR (2009)
Zhaosong Lu
Smooth Optimization Approach for Sparse Covariance Selection. SIAM J. Optim. 19 (4) (2009)
Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal
An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners. Optim. Methods Softw. 24 (1) (2009)
Zhaosong Lu, Renato D. C. Monteiro
Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming. Optim. Methods Softw. 22 (5) (2007)
Zhaosong Lu, Arkadi Nemirovski, Renato D. C. Monteiro
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm. Math. Program. 109 (2-3) (2007)
Zhaosong Lu, Renato D. C. Monteiro
A modified nearly exact method for solving low-rank trust region subproblem. Math. Program. 109 (2-3) (2007)
Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming. SIAM J. Optim. 17 (1) (2006)
Zhaosong Lu, Renato D. C. Monteiro
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2. SIAM J. Optim. 15 (2) (2005)
Zhaosong Lu, Renato D. C. Monteiro
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction. SIAM J. Optim. 15 (4) (2005)
Cláudio Nogueira de Meneses, Zhaosong Lu, Carlos A. S. Oliveira, Panos M. Pardalos
Optimal Solutions for the Closest-String Problem via Integer Programming. INFORMS J. Comput. 16 (4) (2004)