Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
From MaRDI portal
Ridge regression; shrinkage estimators (Lasso) (62J07) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Recommendations
- Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- Efficient global approximation of generalized nonlinear \(\ell _{1}\)-regularized solution paths and its applications
- A Path-Based Approach to Constrained Sparse Optimization
- Piecewise linear regularized solution paths
Cites work
- <inline-formula> <tex-math notation="LaTeX">$\ell _{p}$ </tex-math></inline-formula>-Regularized Least Squares <inline-formula> <tex-math notation="LaTeX">$(0<p<1)$ </tex-math></inline-formula>
- A criterion space search algorithm for biobjective integer programming: the balanced box method
- A criterion space search algorithm for biobjective mixed integer programming: the triangle splitting method
- A study of piecewise linear-quadratic programs
- An efficient algorithm for image segmentation, Markov random fields and related problems
- Bayesian image restoration, with two applications in spatial statistics (with discussion)
- Bicriteria Transportation Problem
- Complementarity formulations of \(\ell_0\)-norm optimization
- Complexity of unconstrained \(L_2 - L_p\) minimization
- DC approximation approaches for sparse optimization
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- Estimating the dimension of a model
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Homotopy Based Algorithms for $\ell _{\scriptscriptstyle 0}$-Regularized Least-Squares
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 4088961 (Why is no real title available?)
- scientific article; zbMATH DE number 954974 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 1215253 (Why is no real title available?)
- scientific article; zbMATH DE number 734901 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Least angle regression. (With discussion)
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- Modern nonconvex nondifferentiable optimization
- Nearly unbiased variable selection under minimax concave penalty
- On a class of least-element complementarity problems
- On convex quadratic programs with linear complementarity constraints
- Scalable algorithms for the sparse ridge regression
- Sparse and smooth signal estimation: convexification of \(\ell_0\)-formulations
- Sparse regression: scalable algorithms and empirical performance
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Strong oracle optimality of folded concave penalized estimation
- The Lasso problem and uniqueness
- The Linear Complementarity Problem
- Updating the Inverse of a Matrix
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- On the convex hull of convex quadratic optimization problems with indicators
- Spherical zone t-designs for numerical integration and approximation
- Nonsmooth convex-concave saddle point problems with cardinality penalties
- Polyhedral analysis of quadratic optimization problems with Stieltjes matrices and indicators
This page was built for publication: Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6120849)
