Alternating direction method of multipliers for \(\ell_{1}\)-\(\ell_{2}\)-regularized logistic regression model

DOI10.1007/S40305-015-0090-2zbMath1342.90104OpenAlexW1169446106MaRDI QIDQ2630840

Kai-Ji Shen, Yan-Qin Bai

Publication date: 22 July 2016

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-015-0090-2

zbMATH Keywords

sparsityalternating direction method of multipliersclassification problemslogistic regression model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Integer programming (90C10) Quadratic programming (90C20) Numerical methods of relaxation type (49M20)

Related Items (5)

Alternating direction method of multipliers for separable convex optimization of real functions in complex variables ⋮ Distributionally robust chance constrained SVM model with \(\ell_2\)-Wasserstein distance ⋮ ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN ⋮ Longitudinal image analysis via path regression on the image manifold ⋮ Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables

Uses Software

• UCI-ml
• SVMlight
• LIBSVM

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Consensus proximal support vector machine for classification problems with sparse solutions
• Quadratic kernel-free least squares support vector machine for target diseases classification
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Sparse proximal support vector machine with a specialized interior-point method
• New SDP models for protein homology detection with semi-supervised SVM
• Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization
• Operator-Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control
• Regularization and Variable Selection Via the Elastic Net
• Nonlinear Programming
• Compressed sensing
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