no code implementations • 20 Dec 2018 • Yaghoub Rahimi, Chao Wang, Hongbo Dong, Yifei Lou
In this paper, we study the ratio of the $L_1 $ and $L_2 $ norms, denoted as $L_1/L_2$, to promote sparsity.
no code implementations • 15 Mar 2016 • Hongbo Dong
We focus on the cardinality constrained formulation, and prove that the relaxation proposed by Dong, etc.
no code implementations • 20 Oct 2015 • Hongbo Dong, Kun Chen, Jeff Linderoth
In particular, we show that a popular sparsity-inducing concave penalty function known as the Minimax Concave Penalty (MCP), and the reverse Huber penalty derived in a recent work by Pilanci, Wainwright and Ghaoui, can both be derived as special cases of a lifted convex relaxation called the perspective relaxation.