Results 121 to 130 of about 173 (143)
An SQP method for mathematical programs with vanishing constraints with strong convergence properties. [PDF]
Benko M, Gfrerer H.
europepmc +1 more source
Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions. [PDF]
Liu H, Yao T, Li R, Ye Y.
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OPTIMAL COMPUTATIONAL AND STATISTICAL RATES OF CONVERGENCE FOR SPARSE NONCONVEX LEARNING PROBLEMS. [PDF]
Wang Z, Liu H, Zhang T.
europepmc +1 more source
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Penalty and Augmented Lagrangian Methods for Constrained DC Programming
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Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
Mathematics of Operations Research, 2022Rujun Jiang, Xudong Li
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Distributed Stochastic Optimization With Large Delays
Mathematics of Operations Research, 2022Nicholas Bambos +2 more
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Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems
Mathematics of Operations Research, 2023Shimrit Shtern, Shoham Sabach, Eyal Gur
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