 | 2012 |
| 19 |  | Zhaosong Lu,
Yong Zhang:
Sparse Approximation via Penalty Decomposition Methods
CoRR abs/1205.2334: (2012) |
| 18 |  | Zhaosong Lu,
Renato D. C. Monteiro,
Ming Yuan:
Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression.
Math. Program. 131(1-2): 163-194 (2012) |
| 2011 |
| 17 |  | Yong Zhang,
Zhaosong Lu:
Penalty Decomposition Methods for Rank Minimization.
NIPS 2011: 46-54 |
| 16 |  | Yong Zhang,
Bin Dong,
Zhaosong Lu:
$\ell_0$ Minimization for Wavelet Frame Based Image Restoration
CoRR abs/1105.2782: (2011) |
| 15 |  | Guanghui Lan,
Zhaosong Lu,
Renato D. C. Monteiro:
Primal-dual first-order methods with O(1/e) iteration-complexity for cone programming.
Math. Program. 126(1): 1-29 (2011) |
| 14 |  | Zhaosong Lu:
A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set.
Math. Program. 126(1): 193-201 (2011) |
| 13 |  | Zhaosong Lu:
Robust portfolio selection based on a joint ellipsoidal uncertainty set.
Optimization Methods and Software 26(1): 89-104 (2011) |
| 12 |  | Zhaosong Lu,
Ting Kei Pong:
Minimizing Condition Number via Convex Programming.
SIAM J. Matrix Analysis Applications 32(4): 1193-1211 (2011) |
| 2010 |
| 11 |  | Zhaosong Lu,
Yong Zhang:
Penalty Decomposition Methods for $L0$-Norm Minimization
CoRR abs/1008.5372: (2010) |
| 10 |  | Zhaosong Lu,
Yong Zhang:
Penalty Decomposition Methods for Rank Minimization
CoRR abs/1008.5373: (2010) |
| 9 |  | Zhaosong Lu:
Adaptive First-Order Methods for General Sparse Inverse Covariance Selection.
SIAM J. Matrix Analysis Applications 31(4): 2000-2016 (2010) |
| 2009 |
| 8 |  | Zhaosong Lu,
Yong Zhang:
An Augmented Lagrangian Approach for Sparse Principal Component Analysis
CoRR abs/0907.2079: (2009) |
| 7 |  | Zhaosong Lu:
Smooth Optimization Approach for Sparse Covariance Selection.
SIAM Journal on Optimization 19(4): 1807-1827 (2009) |
| 2007 |
| 6 |  | Zhaosong Lu,
Arkadi Nemirovski,
Renato D. C. Monteiro:
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm.
Math. Program. 109(2-3): 211-237 (2007) |
| 5 |  | Zhaosong Lu,
Renato D. C. Monteiro:
A modified nearly exact method for solving low-rank trust region subproblem.
Math. Program. 109(2-3): 385-411 (2007) |
| 2006 |
| 4 |  | Zhaosong Lu,
Renato D. C. Monteiro,
Jerome W. O'Neal:
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming.
SIAM Journal on Optimization 17(1): 287-310 (2006) |
| 2005 |
| 3 |  | Zhaosong Lu,
Renato D. C. Monteiro:
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2.
SIAM Journal on Optimization 15(2): 348-374 (2005) |
| 2 |  | Zhaosong Lu,
Renato D. C. Monteiro:
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 15(4): 1147-1154 (2005) |
| 2004 |
| 1 |  | Cláudio Nogueira de Meneses,
Zhaosong Lu,
Carlos A. S. Oliveira,
Panos M. Pardalos:
Optimal Solutions for the Closest-String Problem via Integer Programming.
INFORMS Journal on Computing 16(4): 419-429 (2004) |