Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method
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Publication:5214191
zbMath1434.68430arXiv1803.10740MaRDI QIDQ5214191
Kim-Chuan Toh, Ziyan Luo, Defeng Sun, Nai-Hua Xiu
Publication date: 7 February 2020
Full work available at URL: https://arxiv.org/abs/1803.10740
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)
Related Items (11)
Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem ⋮ A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems ⋮ A semismooth Newton method for support vector classification and regression ⋮ An efficient augmented Lagrangian method for support vector machine ⋮ An efficient sieving-based secant method for sparse optimization problems with least-squares constraints ⋮ Efficient path algorithms for clustered Lasso and OSCAR ⋮ An efficient Hessian based algorithm for singly linearly and box constrained least squares regression ⋮ Efficient Sparse Semismooth Newton Methods for the Clustered Lasso Problem ⋮ A Lagrange-Newton algorithm for sparse nonlinear programming ⋮ B-Subdifferentials of the Projection onto the Generalized Simplex ⋮ Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector
Uses Software
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