Projected gradient method for non-negative least square

MaRDI QIDQ2943980zbMATH OpenFDO

Authors Roman A. Polyak

Publication date 7 September 2015

zbMATH Keywords

complexity boundsconvergenceconvex optimizationnonnegative least-squareprojected gradient methodquadratic programmingstatistical learning theorysupport vector machines

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25)

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Cited in

(4)

• Random projections for the nonnegative least-squares problem
• Fast projected gradient method for support vector machines
• S-NNLS: An efficient non-negative least squares algorithm for sequential data
• Quickly Finding the Best Linear Model in High Dimensions via Projected Gradient Descent

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