Multiplicative Updates for Nonnegative Quadratic Programming

DOI10.1162/NECO.2007.19.8.2004MaRDI QIDQ5440961zbMATH OpenOpenAlexWikidataFDO

Authors Fei Sha, Yuanqing Lin, Lawrence K. Saul, Daniel D. Lee

Publication date 5 February 2008

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2007.19.8.2004

zbMATH Keywords

convergenceglobal minimum

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

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Cites work

• Exponentiated gradient versus gradient descent for linear predictors
• Generalized Iterative Scaling for Log-Linear Models
• Gradient projection methods for quadratic programs and applications in training support vector machines
• Learning the parts of objects by non-negative matrix factorization

Cited in

(25)

• Nonnegative-Lasso and application in index tracking
• \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
• Multiplicative updates for polynomial root finding
• Exemplar-based low-rank matrix decomposition for data clustering
• Hyper-graph regularized discriminative concept factorization for data representation
• Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
• Nonnegative elastic net and application in index tracking
• Multi-class support vector machine classifiers using intrinsic and penalty graphs
• Constrained TV\(_p\)-\(\ell_2\) model for image restoration
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
• Path-based mathematical morphology on tensor fields
• Projection-free parallel quadratic programming for linear model predictive control
• A proof of convergence of the concave-convex procedure using Zangwill's theory
• Regularized optimal transport and the rot mover's distance
• Global convergence of modified multiplicative updates for nonnegative matrix factorization
• Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data
• Adaptive structure concept factorization for multiview clustering
• Multiplicative updates for large margin classifiers.
• Log-domain interior-point methods for convex quadratic programming
• Variable selection and regularization via arbitrary rectangle-range generalized elastic net
• Multiplicative updates for symmetric-cone factorizations
• Adaptive projected SOR algorithms for nonnegative quadratic programming
• Personalized federated learning on large-scale association networks
• Robust sparse portfolios for index tracking based on M-estimation
• Multiplicative update rules for incremental training of multiclass support vector machines

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