Zhaosong Lu

Orcid: 0000-0003-3277-7853

According to our database1, Zhaosong Lu authored at least 69 papers between 2004 and 2024.

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Bibliography

2024
A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization.
Comput. Optim. Appl., December, 2024

Augmented Lagrangian method for tensor low-rank and sparsity models in multi-dimensional image recovery.
Adv. Comput. Math., August, 2024

First-Order Penalty Methods for Bilevel Optimization.
SIAM J. Optim., 2024

Exactly Uncorrelated Sparse Principal Component Analysis.
J. Comput. Graph. Stat., 2024

Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees.
CoRR, 2024

Single-loop Stochastic Algorithms for Difference of Max-Structured Weakly Convex Functions.
CoRR, 2024

2023
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient.
SIAM J. Optim., September, 2023

A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees.
SIAM J. Optim., September, 2023

Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming.
SIAM J. Optim., June, 2023

A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees.
SIAM J. Optim., June, 2023

Exact penalization for cardinality and rank-constrained optimization problems via partial regularization.
Optim. Methods Softw., March, 2023

A Parameter-Free Conditional Gradient Method for Composite Minimization under Hölder Condition.
J. Mach. Learn. Res., 2023

FastPicker: Adaptive independent two-stage video-to-video summarization for efficient action recognition.
Neurocomputing, 2023

Newton-CG methods for nonconvex unconstrained optimization with Hölder continuous Hessian.
CoRR, 2023

A first-order augmented Lagrangian method for constrained minimax optimization.
CoRR, 2023

Generalized-Smooth Nonconvex Optimization is As Efficient As Smooth Nonconvex Optimization.
Proceedings of the International Conference on Machine Learning, 2023

2022
Penalty and Augmented Lagrangian Methods for Constrained DC Programming.
Math. Oper. Res., 2022

Primal-dual extrapolation methods for monotone inclusions under local Lipschitz continuity with applications to variational inequality, conic constrained saddle point, and convex conic optimization problems.
CoRR, 2022

2021
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems.
SIAM J. Optim., 2021

2019
Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming.
SIAM J. Optim., 2019

Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization.
Math. Program., 2019

2018
Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms.
Math. Oper. Res., 2018

Generalized Conjugate Gradient Methods for <i>ℓ</i><sub>1</sub> Regularized Convex Quadratic Programming with Finite Convergence.
Math. Oper. Res., 2018

2017
A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming.
SIAM J. Numer. Anal., 2017

An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming.
SIAM J. Numer. Anal., 2017

Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization.
SIAM J. Optim., 2017

\(\ell _p\) Regularized low-rank approximation via iterative reweighted singular value minimization.
Comput. Optim. Appl., 2017

2016
Penalty Methods for a Class of Non-Lipschitz Optimization Problems.
SIAM J. Optim., 2016

An efficient optimization approach for a cardinality-constrained index tracking problem.
Optim. Methods Softw., 2016

2015
Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion.
SIAM J. Sci. Comput., 2015

A Proximal Gradient Method for Ensemble Density Functional Theory.
SIAM J. Sci. Comput., 2015

Fused Multiple Graphical Lasso.
SIAM J. Optim., 2015

An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization.
SIAM J. Optim., 2015

Penalty decomposition methods for rank minimization.
Optim. Methods Softw., 2015

On the complexity analysis of randomized block-coordinate descent methods.
Math. Program., 2015

Generalized Conjugate Gradient Methods for ℓ<sub>1</sub> Regularized Convex Quadratic Programming with Finite Convergence.
CoRR, 2015

A Nonmonotone Projected Gradient Method for Optimization over Sparse Symmetric Sets.
CoRR, 2015

2014
Iterative reweighted minimization methods for l<sub>p</sub> regularized unconstrained nonlinear programming.
Math. Program., 2014

Iterative hard thresholding methods for l<sub>0</sub> regularized convex cone programming.
Math. Program., 2014

An Accelerated Proximal Coordinate Gradient Method.
Proceedings of the Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, 2014

Rank-One Matrix Pursuit for Matrix Completion.
Proceedings of the 31th International Conference on Machine Learning, 2014

2013
Computing Optimal Experimental Designs via Interior Point Method.
SIAM J. Matrix Anal. Appl., 2013

Sparse Approximation via Penalty Decomposition Methods.
SIAM J. Optim., 2013

Primal-dual first-order methods for a class of cone programming.
Optim. Methods Softw., 2013

ℓ<sub>0</sub> Minimization for wavelet frame based image restoration.
Math. Comput., 2013

Assessing the Value of Dynamic Pricing in Network Revenue Management.
INFORMS J. Comput., 2013

Randomized Block Coordinate Non-Monotone Gradient Method for a Class of Nonlinear Programming.
CoRR, 2013

FeaFiner: biomarker identification from medical data through feature generalization and selection.
Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 2013

A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems.
Proceedings of the 30th International Conference on Machine Learning, 2013

2012
An augmented Lagrangian approach for sparse principal component analysis.
Math. Program., 2012

Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression.
Math. Program., 2012

An alternating direction method for finding Dantzig selectors.
Comput. Stat. Data Anal., 2012

Iterative Hard Thresholding Methods for $l_0$ Regularized Convex Cone Programming
CoRR, 2012

Iterative Reweighted Minimization Methods for $l_p$ Regularized Unconstrained Nonlinear Programming
CoRR, 2012

2011
Minimizing Condition Number via Convex Programming.
SIAM J. Matrix Anal. Appl., 2011

Robust portfolio selection based on a joint ellipsoidal uncertainty set.
Optim. Methods Softw., 2011

A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set.
Math. Program., 2011

Primal-dual first-order methods with <i>O</i>(1/e) iteration-complexity for cone programming.
Math. Program., 2011

Penalty Decomposition Methods for Rank Minimization.
Proceedings of the Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011. Proceedings of a meeting held 12-14 December 2011, 2011

2010
Adaptive First-Order Methods for General Sparse Inverse Covariance Selection.
SIAM J. Matrix Anal. Appl., 2010

2009
Smooth Optimization Approach for Sparse Covariance Selection.
SIAM J. Optim., 2009

An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners.
Optim. Methods Softw., 2009

2007
Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming.
Optim. Methods Softw., 2007

Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm.
Math. Program., 2007

A modified nearly exact method for solving low-rank trust region subproblem.
Math. Program., 2007

2006
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming.
SIAM J. Optim., 2006

2005
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction.
SIAM J. Optim., 2005

Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2.
SIAM J. Optim., 2005

2004
Optimal Solutions for the Closest-String Problem via Integer Programming.
INFORMS J. Comput., 2004


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