Tackling Box-Constrained Optimization via a New Projected Quasi-Newton Approach
From MaRDI portal
Publication:5200263
DOI10.1137/08073812XzbMath1220.93085MaRDI QIDQ5200263
Suvrit Sra, Dongmin Kim, Inderjit S. Dhillon
Publication date: 1 August 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
quasi-Newton method; nonnegative least squares; projected Newton methods; box-constrained convex optimization; Kullback-Leibler divergence minimization
90C25: Convex programming
90C53: Methods of quasi-Newton type
93E24: Least squares and related methods for stochastic control systems
97N80: Mathematical software, computer programs (educational aspects)
Related Items
PNKH-B: A Projected Newton--Krylov Method for Large-Scale Bound-Constrained Optimization, Stochastic proximal quasi-Newton methods for non-convex composite optimization, On Quasi-Newton Forward-Backward Splitting: Proximal Calculus and Convergence, Testing for additivity in non‐parametric regression, IMRO: A Proximal Quasi-Newton Method for Solving $\ell_1$-Regularized Least Squares Problems, A convex optimization approach to adaptive stabilization of discrete‐time LTI systems with polytopic uncertainties, Solving an inverse heat convection problem with an implicit forward operator by using a projected quasi-Newton method, Proximal variable metric method with spectral diagonal update for large scale sparse optimization, A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming, Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization, Distance majorization and its applications, Control of \(M|M|1|N\) queue parameters under constraints, Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization, A reduced proximal-point homotopy method for large-scale non-convex BQP, Efficient block-coordinate descent algorithms for the group Lasso, An optimal subgradient algorithm for large-scale bound-constrained convex optimization, Interpretable Dynamic Treatment Regimes, Newton-based optimization for Kullback–Leibler nonnegative tensor factorizations
Uses Software
