# Zhaosong Lu

According to our database

Collaborative distances:

^{1}, Zhaosong Lu authored at least 44 papers between 2004 and 2019.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

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

*ℓ*_{1}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. Numerical Analysis, 2017

An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming.

SIAM J. Numerical Analysis, 2017

Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization.

SIAM Journal on Optimization, 2017

\(\ell _p\) Regularized low-rank approximation via iterative reweighted singular value minimization.

Comp. Opt. and Appl., 2017

2016

Penalty Methods for a Class of Non-Lipschitz Optimization Problems.

SIAM Journal on Optimization, 2016

An efficient optimization approach for a cardinality-constrained index tracking problem.

Optimization Methods and Software, 2016

2015

Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion.

SIAM J. Scientific Computing, 2015

A Proximal Gradient Method for Ensemble Density Functional Theory.

SIAM J. Scientific Computing, 2015

Fused Multiple Graphical Lasso.

SIAM Journal on Optimization, 2015

An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization.

SIAM Journal on Optimization, 2015

Penalty decomposition methods for rank minimization.

Optimization Methods and Software, 2015

On the complexity analysis of randomized block-coordinate descent methods.

Math. Program., 2015

2014

Iterative reweighted minimization methods for l

_{p}regularized unconstrained nonlinear programming.
Math. Program., 2014

Iterative hard thresholding methods for l

_{0}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 Analysis Applications, 2013

Sparse Approximation via Penalty Decomposition Methods.

SIAM Journal on Optimization, 2013

Primal-dual first-order methods for a class of cone programming.

Optimization Methods and Software, 2013

ℓ

_{0}Minimization for wavelet frame based image restoration.
Math. Comput., 2013

Assessing the Value of Dynamic Pricing in Network Revenue Management.

INFORMS Journal on Computing, 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.

Computational Statistics & Data Analysis, 2012

2011

Minimizing Condition Number via Convex Programming.

SIAM J. Matrix Analysis Applications, 2011

Robust portfolio selection based on a joint ellipsoidal uncertainty set.

Optimization Methods and Software, 2011

A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set.

Math. Program., 2011

Primal-dual first-order methods with

*O*(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 Analysis Applications, 2010

2009

Smooth Optimization Approach for Sparse Covariance Selection.

SIAM Journal on Optimization, 2009

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

Optimization Methods and Software, 2009

2007

Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming.

Optimization Methods and Software, 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 Journal on Optimization, 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 Journal on Optimization, 2005

Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2.

SIAM Journal on Optimization, 2005

2004

Optimal Solutions for the Closest-String Problem via Integer Programming.

INFORMS Journal on Computing, 2004