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We study estimators with generalized lasso penalties within the computational sufficiency framework introduced by Vu (2018, arXiv:1807.05985). By representing these penalties as support functions of zonotopes and more generally Minkowski…
In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…
In the present article, we introduce and study a model addressing the Stokes problem with non-linear boundary conditions of the Tresca type. We suggest a new procedure for regularizing incompressible fluid, i.e. we assume that the…
Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…
Pathwise coordinate descent algorithms have been used to compute entire solution paths for lasso and other penalized regression problems quickly with great success. They improve upon cold start algorithms by solving the problems that make…
We consider the general nonlinear optimization problem where the objective function has an additional term defined by the $ \ell_0 $-quasi-norm in order to promote sparsity of a solution. This problem is highly difficult due to its…
This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…
We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with…
Graphical models are frequently used to explore networks, such as genetic networks, among a set of variables. This is usually carried out via exploring the sparsity of the precision matrix of the variables under consideration. Penalized…
We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…
The constraint satisfaction problem (CSP) is a general problem central to computer science and artificial intelligence. Although the CSP is NP-hard in general, considerable effort has been spent on identifying tractable subclasses. The main…
We consider (nonparametric) sparse (generalized) additive models (SpAM) for classification. The design of a SpAM classifier is based on minimizing the logistic loss with a sparse group Lasso/Slope-type penalties on the coefficients of…
In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…
Unconstrained binary integer programming (UBIP) is a challenging optimization problem due to the presence of binary variables. To address the challenge, we introduce a novel class of functions named sharp-peak functions (SPFs), which…
Feasibility pumps are highly effective primal heuristics for mixed-integer linear and nonlinear optimization. However, despite their success in practice there are only few works considering their theoretical properties. We show that…
We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…
Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g.,in quasi-Newton methods. Motivated by the latter, we study…
In this paper, we consider the problem of minimizing a smooth function, given as finite sum of black-box functions, over a convex set. In order to advantageously exploit the structure of the problem, for instance when the terms of the…
We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…