A dual active-set algorithm for regularized monotonic regression

DOI10.1007/S10957-017-1060-0MaRDI QIDQ2397470zbMATH OpenOpenAlexWikidataFDO

Authors Oleg Burdakov, Oleg Sysoev

Publication date 22 May 2017

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-017-1060-0

zbMATH Keywords

regularizationmonotonic regressionlarge-scale optimizationconvex quadratic optimizationquadratic penaltydual active-set method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Quadratic programming (90C20) Numerical smoothing, curve fitting (65D10) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)

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Cites work

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• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
• A segmentation-based algorithm for large-scale partially ordered monotonic regression
• A statistical test of the equality of latent orders
• Active set algorithms for isotonic regression; a unifying framework
• Algorithms for a class of isotonic regression problems
• An Empirical Distribution Function for Sampling with Incomplete Information
• An \(O(n^2)\) algorithm for isotonic regression
• Data preordering in generalized PAV algorithm for monotonic regression
• Establishing Consistent and Realistic Reorder Intervals in Production-Distribution Systems
• Isotonic regression for multiple independent variables
• Isotonic regression via partitioning
• Isotonic separation
• Least squares isotonic regression in two dimensions
• Monotonicity recovering and accuracy preserving optimization methods for postprocessing finite element solutions
• Nonmetric multidimensional scaling. A numerical method
• THE COMPLETE AMALGAMATION INTO BLOCKS, BY WEIGHTED MEANS, OF A FINITE SET OF REAL NUMBERS

Cited in

(6)

• Dual active-set algorithm for optimal 3-monotone regression
• A dual active set algorithm for optimal sparse convex regression
• Bayesian model selection with graph structured sparsity
• Fitting monotonic polynomials to data
• A segmentation-based algorithm for large-scale partially ordered monotonic regression
• Active set algorithms for isotonic regression; a unifying framework

Describes a project that uses

Uses Software

• ORCA
• isotone

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