A dual active set algorithm for optimal sparse convex regression

DOI10.14498/VSGTU1673MaRDI QIDQ5230449zbMATH OpenOpenAlexFDO

Authors Alexander A. Gudkov, Sergei V. Mironov, Sergei P. Sidorov, Sergey Tyshkevich

Publication date 22 August 2019

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/vsgtu1673

zbMATH Keywords

convex regressiondual active set algorithmisotonic regressionmonotone regressionpool-adjacent-violators algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A dual active-set algorithm for regularized monotonic regression
• A Fast Scaling Algorithm for Minimizing Separable Convex Functions Subject to Chain Constraints
• Active set algorithms for isotonic regression; a unifying framework
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• Algorithms for sparse k-monotone regression
• An algorithm for isotonic regression for two or more independent variables
• An algorithm for isotonic regression with arbitrary convex distance function
• An isotonic regression algorithm
• Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
• Elastoplastic antiplane strain in an incompressible body
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
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• Least-squares estimation of two-ordered monotone regression curves
• Linear approximation method preserving \(k\)-monotonicity
• Minimizing Separable Convex Functions Subject to Simple Chain Constraints
• Optimal Estimation of Deterioration From Diagnostic Image Sequence
• Piecewise convex-concave approximation in the minimax norm
• Semiparametric regression with shape-constrained penalized splines
• The Isotonic Regression Problem and Its Dual

Cited in

(13)

• Algorithms for sparse k-monotone regression
• A unified primal dual active set algorithm for nonconvex sparse recovery
• An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
• A dual active-set algorithm for regularized monotonic regression
• A sparse proximal implementation of the LP dual active set algorithm
• Fundamentals of cone regression
• Sparse Convex Regression
• Dual active-set algorithm for optimal 3-monotone regression
• scientific article; zbMATH DE number 6253916 (Why is no real title available?)
• A dynamic programming approach for generalized nearly isotonic optimization
• A dual active set method for \(\ell1\)-regularized problem
• Spectrahedral Regression
• Subgradient regularized multivariate convex regression at scale

Describes a project that uses

Uses Software

• isotone
• pyuvdata

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