Selective linearization for multi-block statistical learning

DOI10.1016/J.EJOR.2020.12.010MaRDI QIDQ2030520zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 7 June 2021

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.12.010

zbMATH Keywords

nonlinear programmingstatistical learningpenalized regressionregularized support vector machine

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Convex programming (90C25) Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 6378171 (Why is no real title available?)
• scientific article; zbMATH DE number 1753143 (Why is no real title available?)
• A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion
• A selective linearization method for multiblock convex optimization
• An augmented Lagrangian method for distributed optimization
• Application of SVM and ANN for image retrieval
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Fast alternating linearization methods for minimizing the sum of two convex functions
• Global convergence of ADMM in nonconvex nonsmooth optimization
• Monotone Operators and the Proximal Point Algorithm
• Nonlinear optimization.
• On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
• Operations research and data mining
• Parallel multi-block ADMM with \(o(1/k)\) convergence
• Proximal Decomposition Via Alternating Linearization
• Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
• Proximal methods for the latent group lasso penalty
• Rate of convergence of the bundle method
• Regularization and Variable Selection Via the Elastic Net
• Smoothing proximal gradient method for general structured sparse regression
• The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

Cited in

(2)

• A selective linearization method for multiblock convex optimization
• scientific article; zbMATH DE number 4066166 (Why is no real title available?)

Describes a project that uses

Uses Software

• SMOTE
• UCI

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