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Constrained Optimization and Lagrange Multiplier Methods
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The article was published on 2014-09-23 and is currently open access. It has received 4047 citations till now. The article focuses on the topics: Lagrangian relaxation & Augmented Lagrangian method.read more
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Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers
TL;DR: It is argued that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas.
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Numerical Optimization
Jorge Nocedal,Stephen J. Wright +1 more
TL;DR: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization, responding to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.
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Robust principal component analysis
TL;DR: In this paper, the authors prove that under some suitable assumptions, it is possible to recover both the low-rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the e1 norm.
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Variational Mode Decomposition
TL;DR: This work proposes an entirely non-recursive variational mode decomposition model, where the modes are extracted concurrently and is a generalization of the classic Wiener filter into multiple, adaptive bands.