Zero-One Composite Optimization: Lyapunov Exact Penalty and a Globally Convergent Inexact Augmented Lagrangian Method
References
- [1] (2017) First-Order Methods in Optimization, MOS-SIAM Series on Optimization (Society for Industrial and Applied Mathematics, Philadelphia).Crossref, Google Scholar
- [2] (1996) Constrained Optimization and Lagrange Multiplier Methods, Athena Scientific Optimization and Computation Series (Athena Scientific, Nashua, NH).Google Scholar
- [3] (2014) Practical Augmented Lagrangian Methods for Constrained Optimization (Society for Industrial and Applied Mathematics, Philadelphia).Crossref, Google Scholar
- [4] (2014) Proximal alternating linearized minimization for nonconvex and nonsmooth problems. Math. Programming 146(1):459–494.Crossref, Google Scholar
- [5] (2018) Nonconvex Lagrangian-based optimization: Monitoring schemes and global convergence. Math. Oper. Res. 43(4):1210–1232.Link, Google Scholar
- [6] (2020) The proximal alternating direction method of multipliers in the nonconvex setting: Convergence analysis and rates. Math. Oper. Res. 45(2):682–712.Link, Google Scholar
- [7] (2019) A proximal minimization algorithm for structured nonconvex and nonsmooth problems. SIAM J. Optim. 29(2):1300–1328.Crossref, Google Scholar
- [8] (2008) 1-bit compressive sensing. Chiang M, Erkip E, Bennatan A, Kutyniok G, eds. 2008 42nd Annual Conf. Inform. Sci. Systems (IEEE, Piscataway, NJ), 16–21.Google Scholar
- [9] (2004) Learning multi-label scene classification. Pattern Recognition 37(9):1757–1771.Crossref, Google Scholar
- [10] (2011) Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers (now Foundations and Trends, Boston).Google Scholar
- [11] (2011) A first-order primal-dual algorithm for convex problems with applications to imaging. J. Math. Imaging Vision 40(1):120–145.Crossref, Google Scholar
- [12] (2017) An augmented Lagrangian method for non-Lipschitz nonconvex programming. SIAM J. Numerical Anal. 55(1):168–193.Crossref, Google Scholar
- [13] (2016) A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems. Math. Programming 155(1–2):435–470.Crossref, Google Scholar
- [14] (2021) Revisiting augmented Lagrangian duals. Math. Programming 196(1):235–277.Crossref, Google Scholar
- [15] (1995) Support-vector networks. Machine Learn. 20(3):273–297.Crossref, Google Scholar
- [16] (2023) Constrained composite optimization and augmented Lagrangian methods. Math. Programming 201(2):863–896.Crossref, Google Scholar
- [17] (2020) On rank estimators in increasing dimensions. J. Econometrics 214(2):379–412.Crossref, Google Scholar
- [18] (2017) Fast online deconvolution of calcium imaging data. PLoS Comput. Biology 13(3):e1005423.Crossref, Google Scholar
- [19] (2020) ADMM for multiaffine constrained optimization. Optim. Methods Software 35(2):257–303.Crossref, Google Scholar
- [20] (1987) Non-parametric analysis of a generalized regression model: The maximum rank correlation estimator. J. Econometrics 35(2–3):303–316.Crossref, Google Scholar
- [21] (2018) Linear rate convergence of the alternating direction method of multipliers for convex composite programming. Math. Oper. Res. 43(2):622–637.Link, Google Scholar
- [22] (2016) Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems. SIAM J. Optim. 26(1):337–364.Crossref, Google Scholar
- [23] (2018) Robust decoding from 1-bit compressive sampling with ordinary and regularized least squares. SIAM J. Sci. Comput. 40(4):A2062–A2086.Crossref, Google Scholar
- [24] (2007) Twin support vector machines for pattern classification. IEEE Trans. Pattern Anal. Machine Intelligence 29(5):905–910.Crossref, Google Scholar
- [25] (2021) An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems. J. Comput. Appl. Math. 390:113384.Crossref, Google Scholar
- [26] (2023) An augmented Lagrangian method for optimization problems with structured geometric constraints. Math. Programming 199(2):1365–1415.Crossref, Google Scholar
- [27] (1999) A QP-free constrained Newton-type method for variational inequality problems. Math. Programming 85(1):81–106.Crossref, Google Scholar
- [28] (2021) An augmented Lagrangian method for cardinality-constrained optimization problems. J. Optim. Theory Appl. 83(3):793–813.Crossref, Google Scholar
- [29] (2013) Improved iteratively reweighted least squares for unconstrained smoothed lq minimization. SIAM J. Numerical Anal. 51(2):927–957.Crossref, Google Scholar
- [30] (2001) SSVM: A smooth support vector machine for classification. Comput. Optim. Appl. 20(1):5–22.Crossref, Google Scholar
- [31] (2015) Global convergence of splitting methods for nonconvex composite optimization. SIAM J. Optim. 25(4):2434–2460.Crossref, Google Scholar
- [32] (2018) QSDPNAL: A two-phase augmented Lagrangian method for convex quadratic semidefinite programming. Math. Programming Comput. 10(4):703–743.Crossref, Google Scholar
- [33] (2021) Central limit theorem for linear spectral statistics of large dimensional Kendall’s rank correlation matrices and its applications. Ann. Statist. 49(3):1569–1593.Crossref, Google Scholar
- [34] (1999) Successive overrelaxation for support vector machines. IEEE Trans. Neural Networks Learn. Systems 10(5):1032–1037.Crossref, Google Scholar
- [35] (2013) An Easy Path to Convex Analysis and Applications, Synthesis Lectures on Mathematics and Statistics (Morgan & Claypool Publishers, Kentfield, CA).Google Scholar
- [36] (2006) Numerical Optimization, Springer Series in Operations Research and Financial Engineering (Springer, New York).Google Scholar
- [37] (2013) Tridiagonal Toeplitz matrices: Properties and novel applications. Numerical Linear Algebra Appl. 20(2):302–326.Crossref, Google Scholar
- [38] (2019) Non-smooth non-convex Bregman minimization: Unification and new algorithms. J. Optim. Theory Appl. 181(1):244–278.Crossref, Google Scholar
- [39] (1976) Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Math. Oper. Res. 1(2):97–116.Link, Google Scholar
- [40] (2023) Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming. Math. Programming 199(1–2):375–420.Crossref, Google Scholar
- [41] (1998) Variational Analysis, Fundamental Principles of Mathematical Sciences (Springer, Berlin).Crossref, Google Scholar
- [42] (2011) Improvements on twin support vector machines. IEEE Trans. Neural Networks Learn. Systems 22(6):962–968.Crossref, Google Scholar
- [43] (2014) Rate of convergence analysis of decomposition methods based on the proximal method of multipliers for convex minimization. SIAM J. Optim. 24(1):269–297.Crossref, Google Scholar
- [44] (2020) Zero norm based analysis model for image smoothing and reconstruction. Inverse Problems 36(11):115009.Crossref, Google Scholar
- [45] (2020) Novel proximal gradient methods for nonnegative matrix factorization with sparsity constraints. SIAM J. Imaging Sci. 13(1):381–421.Crossref, Google Scholar
- [46] (2020) An augmented Lagrangian proximal alternating method for sparse discrete optimization problems. Numerical Algorithms 83(3):833–866.Crossref, Google Scholar
- [47] (2018) Forward-backward envelope for the sum of two nonconvex functions: Further properties and nonmonotone linesearch algorithms. SIAM J. Optim. 28(3):2274–2303.Crossref, Google Scholar
- [48] (2010) Fast nonnegative deconvolution for spike train inference from population calcium imaging. J. Neurophysiology 104(6):3691–3704.Crossref, Google Scholar
- [49] (2018) Convergence of multi-block Bregman ADMM for nonconvex composite problems. Sci. China Inform. Sci. 61(12):1–12.Crossref, Google Scholar
- [50] (2019) Global convergence of ADMM in nonconvex nonsmooth optimization. J. Sci. Comput. 78(1):29–63.Crossref, Google Scholar
- [51] (2021) Support vector machine classifier via L0/1 soft-margin loss. IEEE Trans. Pattern Anal. Machine Intelligence 44(10):7253–7265.Crossref, Google Scholar
- [52] (2015) SDPNAL+: A majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints. Math. Programming Comput. 7(3):331–366.Crossref, Google Scholar
- [53] (2021) Convergence analysis of a proximal linearized ADMM algorithm for nonconvex nonsmooth optimization. Preprint, submitted July 3, https://arxiv.org/abs/2009.05361.Google Scholar
- [54] (2013) A review on multi-label learning algorithms. IEEE Trans. Knowledge Data Engrg. 26(8):1819–1837.Crossref, Google Scholar
- [55] (2011) A unified primal-dual algorithm framework based on Bregman iteration. J. Sci. Comput. 46(1):20–46.Crossref, Google Scholar
- [56] (2021) Quadratic convergence of smoothing Newton’s method for 0/1 loss optimization. SIAM J. Optim. 31(4):3184–3211.Crossref, Google Scholar

