Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator
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Publication:4685334
DOI10.1137/17M1146567zbMath1398.65147OpenAlexW2892999051WikidataQ129193984 ScholiaQ129193984MaRDI QIDQ4685334
Qingzhi Yang, Hangrui Yue, Xiao-Ming Yuan, Xiang-Feng Wang
Publication date: 8 October 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1146567
convergenceconvex programmingbig dataalternating direction method of multipliersLASSOhigh dimensiondistributed LASSO
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05)
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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
Uses Software
Cites Work
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