Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator (Q4685334): Difference between revisions

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scientific article; zbMATH DE number 6948611

Language	Label	Description	Also known as
English	Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator	scientific article; zbMATH DE number 6948611

Statements

instance of

scholarly article

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title

Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator (English)

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SIAM Journal on Scientific Computing

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publication date

8 October 2018

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zbMATH Keywords

convex programming

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alternating direction method of multipliers

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high dimension

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big data

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LASSO

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distributed LASSO

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convergence

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describes a project that uses

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MaRDI publication profile

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cites work

Optimization with Sparsity-Inducing Penalties

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Preconditioned Douglas--Rachford Splitting Methods for Convex-concave Saddle-point Problems

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A proximal point analysis of the preconditioned alternating direction method of multipliers

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Multi-Agent Distributed Optimization via Inexact Consensus ADMM

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Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks

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On the global and linear convergence of the generalized alternating direction method of multipliers

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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Q3466913

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Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Q3038523

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A mathematical introduction to compressive sensing

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A dual algorithm for the solution of nonlinear variational problems via finite element approximation

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On Alternating Direction Methods of Multipliers: A Historical Perspective

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Q4144736

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Q3995612

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The elements of statistical learning. Data mining, inference, and prediction

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A new inexact alternating directions method for monotone variational inequalities

0 references

On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM

0 references

Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities

0 references

On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method

0 references

On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers

0 references

Q3093253

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Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers

0 references

Constrained Consensus and Optimization in Multi-Agent Networks

0 references

Combined SVM-based feature selection and classification

0 references

Inexact Alternating Direction Methods for Image Recovery

0 references

LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares

0 references

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

0 references

Variational Analysis

0 references

Q4864293

0 references

Q4337625

0 references

Matrix Iterative Analysis

0 references

The Linearized Alternating Direction Method of Multipliers for Dantzig Selector

0 references

Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities

0 references

On Distributed Convex Optimization Under Inequality and Equality Constraints

0 references

full work available at URL

https://doi.org/10.1137/17m1146567

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Identifiers

zbMATH Open document ID

1398.65147

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DOI

10.1137/17M1146567

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Preconditioned Douglas--Rachford Splitting Methods for Convex-concave Saddle-point Problems
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+A proximal point analysis of the preconditioned alternating direction method of multipliers
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+Multi-Agent Distributed Optimization via Inexact Consensus ADMM
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+Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks
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@@ Property / cites work @@
+On the global and linear convergence of the generalized alternating direction method of multipliers
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+On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
+Normal rank
@@ Property / cites work @@
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+Normal rank
@@ Property / cites work @@
+Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+Q3038523
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+A mathematical introduction to compressive sensing
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+A dual algorithm for the solution of nonlinear variational problems via finite element approximation
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+On Alternating Direction Methods of Multipliers: A Historical Perspective
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+The elements of statistical learning. Data mining, inference, and prediction
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+A new inexact alternating directions method for monotone variational inequalities
+Normal rank
@@ Property / cites work @@
+On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
+Normal rank
@@ Property / cites work @@
+Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
+Normal rank
@@ Property / cites work @@
+On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
+Normal rank
@@ Property / cites work @@
+On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
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+Normal rank
@@ Property / cites work @@
+Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
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@@ Property / cites work @@
+Constrained Consensus and Optimization in Multi-Agent Networks
+Normal rank
@@ Property / cites work @@
+Combined SVM-based feature selection and classification
+Normal rank
@@ Property / cites work @@
+Inexact Alternating Direction Methods for Image Recovery
+Normal rank
@@ Property / cites work @@
+LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
+Normal rank
@@ Property / cites work @@
+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
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+Variational Analysis
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+The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
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+Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities
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+On Distributed Convex Optimization Under Inequality and Equality Constraints
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