conftrace_

proximal gradient algorithm

7 papers

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Also known as

PGA

Co-occurring keywords

proximal gradient (74) sparse optimization (246) optimal transport (948) convex analysis (7) regularizer approximation (1) proximal average (3) sinkhorn algorithm (64) entropy regularization (132) sharpe ratio (8) portfolio optimization (40)

Papers

A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization NIPS 2024
Efficient Optimal Transport Algorithm by Accelerated Gradient Descent AAAI 2022
Fast Algorithms for Sparse Reduced-Rank Regression AISTATS 2019
Scalable Gromov-Wasserstein Learning for Graph Partitioning and Matching NIPS 2019
On Convergence of Model Parallel Proximal Gradient Algorithm for Stale Synchronous Parallel System AISTATS 2016
Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery JMLR 2015
Better Approximation and Faster Algorithm Using the Proximal Average NIPS 2013