37 results on '"TING KEI PONG"'
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2. Convergence Rate Analysis of a Dykstra-Type Projection Algorithm.
3. Tight error bounds for log-determinant cones without constraint qualifications.
4. A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees.
5. Error bounds, facial residual functions and applications to the exponential cone.
6. Doubly iteratively reweighted algorithm for constrained compressed sensing models.
7. Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints.
8. Kurdyka-Łojasiewicz Exponent via Inf-projection.
9. ρ-regularization subproblems: strong duality and an eigensolver-based algorithm.
10. Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization.
11. Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems.
12. A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem.
13. Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints.
14. A Subgradient-Based Approach for Finding the Maximum Feasible Subsystem with Respect to a Set.
15. A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints.
16. Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices.
17. A difference-of-convex approach for split feasibility with applications to matrix factorizations and outlier detection.
18. Polar Convolution.
19. A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems.
20. A refined convergence analysis of \(\hbox {pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection.
21. Iteratively reweighted \(\ell _1\) algorithms with extrapolation.
22. Tight error bounds and facial residual functions for the p-cones and beyond.
23. A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems.
24. Calculus of the Exponent of Kurdyka-Łojasiewicz Inequality and Its Applications to Linear Convergence of First-Order Methods.
25. A proximal difference-of-convex algorithm with extrapolation.
26. Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction.
27. Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems.
28. Two-stage stochastic variational inequalities: an ERM-solution procedure.
29. Peaceman-Rachford splitting for a class of nonconvex optimization problems.
30. Further properties of the forward-backward envelope with applications to difference-of-convex programming.
31. Penalty Methods for a Class of Non-Lipschitz Optimization Problems.
32. Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems.
33. Social Resistance.
34. Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem.
35. Global Convergence of Splitting Methods for Nonconvex Composite Optimization.
36. Peaceman-Rachford splitting for a class of nonconvex optimization problems.
37. GAUGE OPTIMIZATION AND DUALITY.
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