Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
From MaRDI portal
Publication:4685334
Recommendations
- Understanding the convergence of the alternating direction method of multipliers: theoretical and computational perspectives
- A flexible ADMM algorithm for big data applications
- A computation study on an integrated alternating direction method of multipliers for large scale optimization
- On the linear convergence of the alternating direction method of multipliers
- An alternating direction method of multipliers with a worst-case \(O(1/n^2)\) convergence rate
Cites work
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 45081 (Why is no real title available?)
- scientific article; zbMATH DE number 3574917 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A mathematical introduction to compressive sensing
- A modified finite Newton method for fast solution of large scale linear SVMs
- A new inexact alternating directions method for monotone variational inequalities
- A proximal point analysis of the preconditioned alternating direction method of multipliers
- Combined SVM-based feature selection and classification
- Constrained Consensus and Optimization in Multi-Agent Networks
- Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- Inexact alternating direction methods for image recovery
- Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Matrix iterative analysis
- Model Selection and Estimation in Regression with Grouped Variables
- Multi-Agent Distributed Optimization via Inexact Consensus ADMM
- On Distributed Convex Optimization Under Inequality and Equality Constraints
- On alternating direction methods of multipliers: a historical perspective
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
- Optimization with sparsity-inducing penalties
- Preconditioned Douglas--Rachford Splitting Methods for Convex-concave Saddle-point Problems
- Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- The elements of statistical learning. Data mining, inference, and prediction
- The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities
- The linearized alternating direction method of multipliers for Dantzig selector
- Understanding the convergence of the alternating direction method of multipliers: theoretical and computational perspectives
- Variational Analysis
Cited in
(4)- Alternating direction multiplier method to estimate an unknown source term in the time-fractional diffusion equation
- The Glowinski-Le Tallec splitting method revisited: a general convergence and convergence rate analysis
- Application of the alternating direction method of multipliers to control constrained parabolic optimal control problems and beyond
- A flexible ADMM algorithm for big data applications
This page was built for publication: Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4685334)
