A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training

DOI10.1007/s10589-008-9215-4zbMath1226.90062OpenAlexW2085650911MaRDI QIDQ711381

Paul Tseng, Sangwoon Yun

Publication date: 26 October 2010

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-008-9215-4

zbMATH Keywords

global convergenceerror boundlinear constraintsquadratic programsupport vector machinelinear convergence ratecoordinate gradient descentconformal realizationcontinuous quadratic knapsack problem

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items

A method of bi-coordinate variations with tolerances and its convergence, Further properties of the forward-backward envelope with applications to difference-of-convex programming, Asymmetric \(\nu\)-tube support vector regression, Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems, A flexible coordinate descent method, On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients, Supervised classification and mathematical optimization, Approximation accuracy, gradient methods, and error bound for structured convex optimization, An almost cyclic 2-coordinate descent method for singly linearly constrained problems, Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties, Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems, A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints, The 2-coordinate descent method for solving double-sided simplex constrained minimization problems, A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions, Primal and dual predicted decrease approximation methods, Robust multicategory support vector machines using difference convex algorithm, Two smooth support vector machines for \(\varepsilon \)-insensitive regression, Nonconvex proximal incremental aggregated gradient method with linear convergence, Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training, A Coordinate Wise Variational Method with Tolerance Functions, A unified convergence framework for nonmonotone inexact decomposition methods, Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization, Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem

Uses Software

• SVMlight
• LIBSVM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semismooth support vector machines.
• An O(n) algorithm for quadratic knapsack problems
• A coordinate gradient descent method for nonsmooth separable minimization
• Decomposition algorithm model for singly linearly-constrained problems subject to lower and Upper bounds
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• Error bounds and convergence analysis of feasible descent methods: A general approach
• Polynomial-time decomposition algorithms for support vector machines
• On linear-time algorithms for the continuous quadratic Knapsack problem
• A convergent decomposition algorithm for support vector machines
• 10.1162/15324430260185619
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• Numerical Optimization
• SMO Algorithm for Least-Squares SVM Formulations
• Interior-Point Methods for Massive Support Vector Machines
• Downlink beamforming for DS-CDMA mobile radio with multimedia services
• Learning Theory
• Improvements to Platt's SMO Algorithm for SVM Classifier Design
• On the convergence of a modified version of SVM^lightalgorithm
• Algorithmic Learning Theory
• Learning Theory
• Convergence of a generalized SMO algorithm for SVM classifier design