We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
The layered-step interior-point algorithm was introduced by Vavasis and Ye. The algorithm accelerates the path following interior-point algorithm and its arithmetic complexity dep...
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
This paper introduces a method for clustering complex and linearly non-separable datasets, without any prior knowledge of the number of naturally occurring clusters. The proposed ...
The kernel function plays a central role in kernel methods. In this paper, we consider the automated learning of the kernel matrix over a convex combination of pre-specified kerne...