A proximal alternating direction method for \(\ell_{2,1}\)-norm least squares problem in multi-task feature learning
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Publication:2358899
DOI10.3934/jimo.2012.8.1057zbMath1364.90320MaRDI QIDQ2358899
Soon-Yi Wu, Yun-hai Xiao, Bing-sheng He
Publication date: 16 June 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2012.8.1057
alternating direction method; augmented Lagrangian function; proximal points; real data sets; multi-task feature learning
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C30: Nonlinear programming