A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems (Q6111345): Difference between revisions

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scientific article; zbMATH DE number 7708322

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English	A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems	scientific article; zbMATH DE number 7708322

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instance of

scholarly article

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title

A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems (English)

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Journal of Scientific Computing

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publication date

6 July 2023

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full work available at URL

https://arxiv.org/abs/2111.13878

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zbMATH Keywords

sparse group square-root Lasso

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semismooth Newton method

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augmented Lagrangian method

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MaRDI profile type

MaRDI publication profile

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cites work

Square-root lasso: pivotal recovery of sparse signals via conic programming

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Q4503250

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The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

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Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

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Variational analysis of the Ky Fan \(k\)-norm

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Implicit Functions and Solution Mappings

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Algorithms for Fitting the Constrained Lasso

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Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data

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Q3813205

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A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems

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Q5502121

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Variable selection in regression with compositional covariates

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Asymptotic Convergence Analysis of the Proximal Point Algorithm

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Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization

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On the monotonicity of the gradient of a convex function

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Proximité et dualité dans un espace hilbertien

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Conic optimization via operator splitting and homogeneous self-dual embedding

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A nonsmooth version of Newton's method

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Some continuity properties of polyhedral multifunctions

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Monotone Operators and the Proximal Point Algorithm

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Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

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Variational Analysis

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Linear Inversion of Band-Limited Reflection Seismograms

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Regression analysis for microbiome compositional data

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Sharp Oracle Inequalities for Square Root Regularization

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Scaled sparse linear regression

0 references

Q4864293

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Robust Regression and Lasso

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems

0 references

An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems

0 references

Identifiers

zbMATH Open document ID

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10.1007/s10915-023-02271-w

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6111345

@@ Property / cites work @@
+Square-root lasso: pivotal recovery of sparse signals via conic programming
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
+Normal rank
@@ Property / cites work @@
+Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
+Normal rank
@@ Property / cites work @@
+Variational analysis of the Ky Fan \(k\)-norm
@@ Property / cites work: Variational analysis of the Ky Fan \(k\)-norm / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit Functions and Solution Mappings
@@ Property / cites work: Implicit Functions and Solution Mappings / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Algorithms for Fitting the Constrained Lasso
@@ Property / cites work: Algorithms for Fitting the Constrained Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
+Normal rank
@@ Property / cites work @@
+Q3813205
@@ Property / cites work: Q3813205 / rank @@
+Normal rank
@@ Property / cites work @@
+A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
+Normal rank
@@ Property / cites work @@
+Q5502121
@@ Property / cites work: Q5502121 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable selection in regression with compositional covariates
+Normal rank
@@ Property / cites work @@
+Asymptotic Convergence Analysis of the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
+Normal rank
@@ Property / cites work @@
+On the monotonicity of the gradient of a convex function
+Normal rank
@@ Property / cites work @@
+Proximité et dualité dans un espace hilbertien
@@ Property / cites work: Proximité et dualité dans un espace hilbertien / rank @@
+Normal rank
@@ Property / cites work @@
+Conic optimization via operator splitting and homogeneous self-dual embedding
+Normal rank
@@ Property / cites work @@
+A nonsmooth version of Newton's method
@@ Property / cites work: A nonsmooth version of Newton's method / rank @@
+Normal rank
@@ Property / cites work @@
+Some continuity properties of polyhedral multifunctions
+Normal rank
@@ Property / cites work @@
+Monotone Operators and the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Inversion of Band-Limited Reflection Seismograms
+Normal rank
@@ Property / cites work @@
+Regression analysis for microbiome compositional data
+Normal rank
@@ Property / cites work @@
+Sharp Oracle Inequalities for Square Root Regularization
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Regression and Lasso
@@ Property / cites work: Robust Regression and Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems
+Normal rank
@@ Property / cites work @@
+An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
+Normal rank