Search Results - "Vaisbourd, Yakov"
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1
An elementary approach to tight worst case complexity analysis of gradient based methods
Published in Mathematical programming (01-09-2023)“…This work presents a novel analysis that allows to achieve tight complexity bounds of gradient-based methods for convex optimization. We start by identifying…”
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The Sparse Principal Component Analysis Problem: Optimality Conditions and Algorithms
Published in Journal of optimization theory and applications (01-07-2016)“…Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given dataset with a sparse coefficients vector…”
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Rate of convergence analysis of dual-based variables decomposition methods for strongly convex problems
Published in Operations research letters (01-01-2016)“…We consider the problem of minimizing the sum of a strongly convex function and a term comprising the sum of extended real-valued proper closed convex…”
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Maximum Entropy on the Mean and the Cram\'er Rate Function in Statistical Estimation and Inverse Problems: Properties, Models, and Algorithms
Published 09-11-2022“…We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the…”
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The Sparse Principal Component Analysis Problem: Optimality Conditions and Algorithms
Published 29-07-2015“…Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients…”
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6
First Order Methods beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems
Published 20-06-2017“…We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual…”
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