A gradient method for the monotone fused least absolute shrinkage and selection operator

DOI10.1080/10556788.2013.801970MaRDI QIDQ5746709zbMATH OpenOpenAlexFDO

Authors Yu Xia, Paul D. McNicholas

Publication date 7 February 2014

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2013.801970

zbMATH Keywords

fast gradient methodmonotonic constraintsregression

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• Convergence of a block coordinate descent method for nondifferentiable minimization
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Locally monotonic regression
• 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
• Optimal Estimation of Deterioration From Diagnostic Image Sequence
• Regularization and Variable Selection Via the Elastic Net
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Sparsity and Smoothness Via the Fused Lasso
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(2)

• A simple and efficient algorithm for fused lasso signal approximator with convex loss function
• Fused Lasso nearly-isotonic signal approximation in general dimensions

Describes a project that uses

Uses Software

• CVX

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