Zhaosong LuProfessor, Department of Industrial and Systems Engineering
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems. Forthcoming in SIAM Journal on Optimization (with P. Yu and T.K. Pong).
Enhanced Proximal DC Algorithms with Extrapolation for a Class of Structured Nonsmooth DC Minimization. Mathematical Programming, 176(1-2): 369-401, 2019 (with Z. Sun and Z. Zhou).
Sparse Recovery via Partial Regularization: Models, Theory and Algorithms. Mathematics of Operations Research, 43(4): 1290-1316, 2018 (with X. Li).
Generalized Conjugate Gradient Methods for l 1 Regularized Convex Quadratic Programming with Finite Convergence. Mathematics of Operations Research, 43(1): 275-303, 2018 (with X. Chen).
Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization. SIAM Journal on Optimization, 27(3):1910-1942, 2017.
A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming. SIAM Journal on Numerical Analysis, 55(6): 2930-2955, 2017 (with L. Xiao).
An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming. SIAM Journal on Numerical Analysis, 55(1): 168--193, 2017 (with X. Chen, L. Guo, J. Ye).
Penalty Methods for a Class of Non-Lipschitz Optimization Problems. SIAM Journal on Optimization, 26(3): 1465-1492, 2016 (with X. Chen, T. K. Pong).
An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization. SIAM Journal on Optimization, 25(4): 2244-2273, 2015 (with Q. Lin, L. Xiao).
Fused Multiple Graphical Lasso. SIAM Journal on Optimization, 25(2): 916-943, 2015 (with X. Shen, P. Wonka, S. Yang, J. Ye).
Orthogonal Rank-One Matrix Pursuit for Matrix Completion. SIAM Journal on Scientific Computing, 37(1): A488-A514, 2015 (with W. Fan, M. Lai, Z. Wang, J. Ye).
On the Complexity Analysis of Randomized Block-Coordinate Descent Methods. Mathematical Programming, 152(1): 615-642, 2015 (with L. Xiao).
Iterative Reweighted Minimization Methods for l p Regularized Unconstrained Nonlinear Programming. Mathematical Programming, 147(1-2): 277-307, 2014.
Iterative Hard Thresholding Methods for l 0 Regularized Convex Cone Programming. Mathematical Programming, 147(1-2): 125-154, 2014.
Sparse Approximation via Penalty Decomposition Methods. SIAM Journal on Optimization, 23(4):2448-2478, 2013 (with Y. Zhang).
An Augmented Lagrangian Approach for Sparse Principal Component Analysis. Mathematical Programming, 135:149-193, 2012 (with Y. Zhang).
Convex Optimization Methods for Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression. Mathematical Programming, 131:163-194, 2012 (with R. D.C. Monteiro, M. Yuan).
Primal-Dual First-Order Methods with O(1/∈) Iteration-Complexity for Cone Programming. Mathematical Programming, 126:1-29, 2011 (with G. Lan, R. D.C. Monteiro).
Smooth Optimization Approach for Sparse Covariance Selection. SIAM Journal on Optimization, 19(4):1807-1827, 2009.
Dimension Reduction and Coefficient Estimation in the Multivariate Linear Regression. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 69(3):329-346, 2007 (with A. Ekici, R. D.C. Monteiro, M. Yuan).
Large-Scale Semidefinite Programming via Saddle Point Mirror-Prox Algorithm. Mathematical Programming, 109(2):211-237, 2007 (with R. D.C. Monteiro, A. S. Nemirovski).
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X 1/2 SX 1/2. SIAM Journal on Optimization, 15(2):348-374, 2004 (with R. D.C. Monteiro).