Separating variables to accelerate non-convex regularized optimization.
Wenchen LiuYincai TangXianyi WuPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- risk minimization
- auxiliary variables
- optimization algorithm
- loss function
- convex relaxation
- quasiconvex
- optimization method
- efficient optimization
- variable selection
- convex optimization
- half quadratic
- dual variables
- optimization process
- optimization problems
- least squares
- globally convergent
- decision variables
- loss minimization
- sparsity inducing
- alternating direction method of multipliers
- convex optimization problems
- global optimality
- semidefinite
- neural network
- globally optimal
- constrained optimization
- convex hull
- objective function