Stable Conical Regularization by Constructible Dilating Cones with an Application to $L^{p}$-constrained Optimization Problems

Stable Conical Regularization by Constructible Dilating Cones with an Application to $L^{p}$-constrained Optimization Problems
复制标题

通过可构造扩张锥实现稳定圆锥正则化及其在 $L^{p}$ 约束优化问题中的应用

DOI:
10.11650/tjm/181103
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发表时间:
2019
影响因子:
0.4
通讯作者:
Sama, Miguel
Sama, Miguel
中科院分区:
数学4区
文献类型:
--
作者:
Jadamba, Baasansuren;Khan, Akhtar A.;Sama, Miguel

文献摘要

相似文献

研究了一类缺乏slater型约束条件的凸约束优化问题。通过使用约束锥的可构造表示,我们设计了一类新的扩张锥,并用它来引入一类正则化问题。我们根据正则化参数建立了新的正则化问题的稳定性估计。为了证明所提出的框架的可行性和有效性,我们给出了一些约束最小二乘问题的应用。
We study a convex constrained optimization problem that suffers from the lack of Slater-type constraint qualification. By employing a constructible representation of the constraint cone, we devise a new family of dilating cones and use it to introduce a family of regularized problems. We establish novel stability estimates for the regularized problems in terms of the regularization parameter. To show the feasibility and efficiency of the proposed framework, we present applications to some-constrained least-squares problems.