Related papers: A proximal dual semismooth Newton method for compu…

In this paper, we show that the quadratic assignment problem (QAP) can be reformulated to an equivalent rank constrained doubly nonnegative (DNN) problem. Under the framework of the difference of convex functions (DC) approach, a…

We study the problem of minimizing the average of a large number of smooth convex functions penalized with a strongly convex regularizer. We propose and analyze a novel primal-dual method (Quartz) which at every iteration samples and…

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…

In this paper the method of simulated quantiles (MSQ) of Dominicy and Veredas (2013) and Dominick et al. (2013) is extended to a general multivariate framework (MMSQ) and to provide a sparse estimator of the scale matrix (sparse-MMSQ). The…

In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…

In this paper, we consider a class of structured fractional programs, where the numerator part is the sum of a block-separable (possibly nonsmooth nonconvex) function and a locally Lipschitz differentiable (possibly nonconvex) function,…

We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…

This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

We propose a semismooth Newton algorithm for pathwise optimization (SNAP) for the LASSO and Enet in sparse, high-dimensional linear regression. SNAP is derived from a suitable formulation of the KKT conditions based on Newton derivatives.…

This paper provides an alternative to penalized estimators for estimation and vari- able selection in high dimensional linear regression models with measurement error or missing covariates. We propose estimation via bias corrected least…

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…

We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, and give conditions under which acceleration can be expected when compared to its…

A crucial issue in two-dimensional Nuclear Magnetic Resonance (NMR) is the speed and accuracy of the data inversion. This paper proposes a multi-penalty method with locally adapted regularization parameters for fast and accurate inversion…

This paper considers the problem of minimizing a convex expectation function over a closed convex set, coupled with a set of inequality convex expectation constraints. We present a new stochastic approximation type algorithm, namely the…

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

This paper proposes a novel approach for solving linear programs. We reformulate a primal-dual linear program as an unconstrained minimization of a convex and twice continuously differentiable merit function. When the optimal set of the…

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…