A partially proximal linearized alternating minimization method for finding Dantzig selectors

DOI10.1007/S40314-021-01450-5MaRDI QIDQ1983897zbMATH OpenOpenAlexFDO

Authors Xiaoyu Mao, Hongjin He, Hong-Kun Xu

Publication date 10 September 2021

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-021-01450-5

zbMATH Keywords

linear regressionproximity operatoralternating minimizationDantzig selector\(\ell_1\)

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Derivative-free methods and methods using generalized derivatives (90C56)

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• The linearized alternating direction method of multipliers for Dantzig selector
• Variable selection and dependency networks for genomewide data

Cited in

(4)

• An alternating direction method for finding Dantzig selectors
• The linearized alternating direction method of multipliers for Dantzig selector
• Finding Dantzig selectors with a proximity operator based fixed-point algorithm
• Nonconvex Dantzig selector and its parallel computing algorithm

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Uses Software

• BMSS
• TFOCS

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