A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training

DOI10.1007/S10589-008-9215-4zbMath1226.90062OpenAlexW2085650911MaRDI QIDQ711381

Paul Tseng, Sangwoon Yun

Publication date: 26 October 2010

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-008-9215-4

zbMATH Keywords

global convergenceerror boundlinear constraintsquadratic programsupport vector machinelinear convergence ratecoordinate gradient descentconformal realizationcontinuous quadratic knapsack problem

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (23)

A method of bi-coordinate variations with tolerances and its convergence ⋮ Further properties of the forward-backward envelope with applications to difference-of-convex programming ⋮ Asymmetric \(\nu\)-tube support vector regression ⋮ Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems ⋮ A flexible coordinate descent method ⋮ On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients ⋮ Supervised classification and mathematical optimization ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ An almost cyclic 2-coordinate descent method for singly linearly constrained problems ⋮ Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties ⋮ Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems ⋮ A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints ⋮ The 2-coordinate descent method for solving double-sided simplex constrained minimization problems ⋮ A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions ⋮ Primal and dual predicted decrease approximation methods ⋮ Robust multicategory support vector machines using difference convex algorithm ⋮ Two smooth support vector machines for \(\varepsilon \)-insensitive regression ⋮ Nonconvex proximal incremental aggregated gradient method with linear convergence ⋮ Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training ⋮ A Coordinate Wise Variational Method with Tolerance Functions ⋮ A unified convergence framework for nonmonotone inexact decomposition methods ⋮ Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization ⋮ Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem

Uses Software

• SVMlight
• LIBSVM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semismooth support vector machines.
• An O(n) algorithm for quadratic knapsack problems
• A coordinate gradient descent method for nonsmooth separable minimization
• Decomposition algorithm model for singly linearly-constrained problems subject to lower and Upper bounds
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• Error bounds and convergence analysis of feasible descent methods: A general approach
• Polynomial-time decomposition algorithms for support vector machines
• On linear-time algorithms for the continuous quadratic Knapsack problem
• A convergent decomposition algorithm for support vector machines
• 10.1162/15324430260185619
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• Numerical Optimization
• SMO Algorithm for Least-Squares SVM Formulations
• Interior-Point Methods for Massive Support Vector Machines
• Downlink beamforming for DS-CDMA mobile radio with multimedia services
• Learning Theory
• Improvements to Platt's SMO Algorithm for SVM Classifier Design
• On the convergence of a modified version of SVM^lightalgorithm
• Algorithmic Learning Theory
• Learning Theory
• Convergence of a generalized SMO algorithm for SVM classifier design

This page was built for publication: A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training