A proximal alternating direction method for \(\ell_{2,1}\)-norm least squares problem in multi-task feature learning

DOI10.3934/jimo.2012.8.1057zbMath1364.90320OpenAlexW2331819309MaRDI QIDQ2358899

Soon-Yi Wu, Bing-sheng He, Yun-hai Xiao

Publication date: 16 June 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2012.8.1057

zbMATH Keywords

alternating direction methodaugmented Lagrangian functionproximal pointsreal data setsmulti-task feature learning

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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