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JMLR
2010
143views more  JMLR 2010»
13 years 6 months ago
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Jin Yu, S. V. N. Vishwanathan, Simon Günter, ...
SIAMIS
2010
283views more  SIAMIS 2010»
13 years 2 months ago
A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
We generalize the primal-dual hybrid gradient (PDHG) algorithm proposed by Zhu and Chan in [M. Zhu, and T. F. Chan, An Efficient Primal-Dual Hybrid Gradient Algorithm for Total Var...
Ernie Esser, Xiaoqun Zhang, Tony F. Chan
INFOCOM
2012
IEEE
11 years 10 months ago
Delay and rate-optimal control in a multi-class priority queue with adjustable service rates
—We study two convex optimization problems in a multi-class M/G/1 queue with adjustable service rates: minimizing convex functions of the average delay vector, and minimizing ave...
Chih-Ping Li, Michael J. Neely
ICML
2010
IEEE
13 years 8 months ago
Multi-Task Learning of Gaussian Graphical Models
We present multi-task structure learning for Gaussian graphical models. We discuss uniqueness and boundedness of the optimal solution of the maximization problem. A block coordina...
Jean Honorio, Dimitris Samaras
MP
2010
154views more  MP 2010»
13 years 6 months ago
A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
Abstract. We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm a...
Xinwei Liu, Yaxiang Yuan