convex cone programming

Iterative Hard Thresholding Methods for $ Regularized Convex Cone Programming

  • Zhaosong Lu
    • Categories Combinatorial Optimization, Nonsmooth Optimization Tags , , , ,

    In this paper we consider $l_0$ regularized convex cone programming problems. In particular, we first propose an iterative hard thresholding (IHT) method and its variant for solving $l_0$ regularized box constrained convex programming. We show that the sequence generated by these methods converges to a local minimizer. Also, we establish the iteration complexity of the … Read more

    A Framework for Kernel Regularization with Applications to Protein Clustering

  • Sunduz Keles
  • Stephen Wright
  • Fan Lu
  • Grace Wahba
    • Categories Biomedical Applications, Linear, Cone and Semidefinite Programming, Statistics Tags , , , , , , ,

    We develop and apply a novel framework which is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent dissimilarity information between pairs of objects, obtainable in a variety of contexts. Any positive definite kernel defines a consistent set of distances, and the fitted kernel provides … Read more