Alternating direction method of multipliers for penalized zero-variance discriminant analysis
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DOI10.48550/arXiv.1401.5492zbMath1352.90072arXiv1401.5492OpenAlexW2273602044MaRDI QIDQ97537
Mingyi Hong, Brendan P. W. Ames, Brendan P. W. Ames, Mingyi Hong
Publication date: 21 January 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.5492
classificationdimension reductionnonconvex optimizationalternating direction method of multipliersfeature selectionlinear discriminant analysis
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Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization, The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates, A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization, Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis, Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems, Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis, accSDA, Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods, Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization, Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction
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