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Semidefinite Programming Relaxations of Non-Convex Problems in Control and Combinatorial Optimization
Semidefinite Programming Relaxations Non-Convex Problems Control Combinatorial Optimization
2015/7/13
We point out some connections between applications of semidefinite programming in control and in combinatorial optimization. In both fields semidefinite programs arise as convex relaxations of NP-hard...
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
A General Iterative Shrinkage Thresholding Algorithm Non-convex Regularized Optimization Problems
2013/5/2
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterp...
Nonparametric instrumental regression with non-convex constraints
Nonparametric instrumental regression non-convex constraints
2012/11/21
This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also ...
Non-Convex Rank Minimization via an Empirical Bayesian Approach
Non-Convex Rank Minimization via Empirical Bayesian Approach
2012/9/19
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem.Consequently, the convex nuclear ...