A DECOMPOSITION ALGORITHM FOR TWO-STAGE STOCHASTIC PROGRAMS WITH NONCONVEX RECOURSE FUNCTIONS [0.03%]
非凸回溯函数的两阶段随机规划分解算法
Hanyang Li,Ying Cui
Hanyang Li
In this paper, we have studied a decomposition method for solving a class of nonconvex two-stage stochastic programs, where both the objective and constraints of the second-stage problem are nonlinearly parameterized by the first-stage vari...
ORTHOGONAL TRACE-SUM MAXIMIZATION: TIGHTNESS OF THE SEMIDEFINITE RELAXATION AND GUARANTEE OF LOCALLY OPTIMAL SOLUTIONS [0.03%]
正交迹最大化：半定松弛的紧致性及其局部最优解的保证
Joong-Ho Won,Teng Zhang,Hua Zhou
Joong-Ho Won
This paper studies an optimization problem on the sum of traces of matrix quadratic forms in m semiorthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, this pa...
NOISY MATRIX COMPLETION: UNDERSTANDING STATISTICAL GUARANTEES FOR CONVEX RELAXATION VIA NONCONVEX OPTIMIZATION [0.03%]
噪声矩阵填充：通过非凸优化理解凸松弛的统计保证
Yuxin Chen,Yuejie Chi,Jianqing Fan et al.
Yuxin Chen et al.
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle ...
Donghwan Kim,Jeffrey A Fessler
Donghwan Kim
This paper provides a new way of developing the "Fast Iterative Shrinkage/Thresholding Algorithm (FISTA)" [3] that is widely used for minimizing composite convex functions with a nonsmooth term such as the ℓ1 regularizer. In particular, th...
A STRICTLY CONTRACTIVE PEACEMAN-RACHFORD SPLITTING METHOD FOR CONVEX PROGRAMMING [0.03%]
用于凸优化的严格收缩型Peaceman-Rachford分裂方法
He Bingsheng,Han Liu,Zhaoran Wang et al.
He Bingsheng et al.
In this paper, we focus on the application of the Peaceman-Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas-Rachford splitting method (DRSM),...
On The Behavior of Subgradient Projections Methods for Convex Feasibility Problems in Euclidean Spaces [0.03%]
欧氏空间凸可行问题次梯度投影方法的收敛性分析
Dan Butnariu,Yair Censor,Pini Gurfil et al.
Dan Butnariu et al.
We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation par...