Tackling box-constrained optimization via a new projected quasi-Newton approach
DOI10.1137/08073812XzbMATH Open1220.93085MaRDI QIDQ5200263FDOQ5200263
Authors: Dongmin Kim, Suvrit Sra, Inderjit S. Dhillon 
Publication date: 1 August 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Recommendations
- Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
- Quasi-Newton method: a new direction
- Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
quasi-Newton methodnonnegative least squaresprojected Newton methodsbox-constrained convex optimizationKullback-Leibler divergence minimization
Convex programming (90C25) Methods of quasi-Newton type (90C53) Least squares and related methods for stochastic control systems (93E24) Mathematical software, computer programs (educational aspects) (97N80)
Cited In (27)
- Proximal variable metric method with spectral diagonal update for large scale sparse optimization
- Control of \(M|M|1|N\) queue parameters under constraints
- Box-constrained optimization for minimax supervised learning
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- Solving an inverse heat convection problem with an implicit forward operator by using a projected quasi-Newton method
- Steplength selection in gradient projection methods for box-constrained quadratic programs
- A hybrid quasi-Newton projected-gradient method with application to lasso and basis-pursuit denoising
- Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
- Testing for additivity in non-parametric regression
- A loss function for box-constrained inverses problems
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- A new nonmonotone spectral projected gradient algorithm for box-constrained optimization problems in \(m \times n\) real matrix space with application in image clustering
- Interpretable dynamic treatment regimes
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Order-Constrained ROC Regression With Application to Facial Recognition
- On quasi-Newton forward-backward splitting: proximal calculus and convergence
- Newton-based optimization for Kullback-Leibler nonnegative tensor factorizations
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
- A class of projected-search methods for bound-constrained optimization
- PNKH-B: A Projected Newton--Krylov Method for Large-Scale Bound-Constrained Optimization
- A convex optimization approach to adaptive stabilization of discrete-time LTI systems with polytopic uncertainties
- Efficient block-coordinate descent algorithms for the group Lasso
- An optimal subgradient algorithm for large-scale bound-constrained convex optimization
- Relaxing the optimality conditions of box QP
- Distance majorization and its applications
- IMRO: A proximal quasi-Newton method for solving \(\ell_1\)-regularized least squares problems
Uses Software
This page was built for publication: Tackling box-constrained optimization via a new projected quasi-Newton approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5200263)
