A Complete Characterization of the Robust Isolated Calmness of Nuclear Norm Regularized Convex Optimization Problems
暂无分享,去创建一个
Ying Cui | Defeng Sun | Defeng Sun | Ying Cui
[1] M. Yuan,et al. Dimension reduction and coefficient estimation in multivariate linear regression , 2007 .
[2] F. Clarke. Optimization And Nonsmooth Analysis , 1983 .
[3] Kim-Chuan Toh,et al. Spectral operators of matrices , 2014, Mathematical Programming.
[4] R. Tyrrell Rockafellar,et al. Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming , 1976, Math. Oper. Res..
[5] Defeng Sun,et al. Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming , 2015, 1508.02134.
[6] J. Frédéric Bonnans,et al. Perturbation Analysis of Optimization Problems , 2000, Springer Series in Operations Research.
[7] Kim-Chuan Toh,et al. A Newton-CG Augmented Lagrangian Method for Semidefinite Programming , 2010, SIAM J. Optim..
[8] Chao Ding. Variational Analysis of the Ky Fan k-norm , 2016, 1601.07430.
[9] Liwei Zhang,et al. On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization , 2016, Oper. Res. Lett..
[10] Ding Chao,et al. AN INTRODUCTION TO A CLASS OF MATRIX OPTIMIZATION PROBLEMS , 2012 .
[11] G. Alistair Watson,et al. On matrix approximation problems with Ky Fank norms , 1993, Numerical Algorithms.
[12] Pablo A. Parrilo,et al. Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization , 2007, SIAM Rev..
[13] G. Watson. Characterization of the subdifferential of some matrix norms , 1992 .
[14] Defeng Sun,et al. Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming , 2017, Math. Oper. Res..
[15] Paul Tseng,et al. Trace Norm Regularization: Reformulations, Algorithms, and Multi-Task Learning , 2010, SIAM J. Optim..
[16] Karl Löwner. Über monotone Matrixfunktionen , 1934 .
[17] Emmanuel J. Candès,et al. Exact Matrix Completion via Convex Optimization , 2009, Found. Comput. Math..
[18] Emmanuel J. Candès,et al. The Power of Convex Relaxation: Near-Optimal Matrix Completion , 2009, IEEE Transactions on Information Theory.
[19] Shaohua Pan,et al. Locally upper Lipschitz of the perturbed KKT system of Ky Fan $k$-norm matrix conic optimization problems , 2015, 1509.00681.
[20] Defeng Sun,et al. Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems , 2017, SIAM J. Optim..