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Operations research / Iterative methods / Convex optimization / Least squares / Linear programming / Constraint algorithm / Levenberg–Marquardt algorithm / Numerical analysis / Mathematical optimization / Applied mathematics


A Proximal-Gradient Homotopy Method for the `1 -Regularized Least-Squares Problem Lin Xiao Microsoft Research, 1 Microsoft Way, Redmond, WA[removed]USA Tong Zhang
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Document Date: 2012-06-07 13:20:12


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File Size: 367,34 KB

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City

Boston / Edinburgh / /

Company

Princeton University Press / SIAM Journal / BP / /

Country

Belgium / United Kingdom / Scotland / /

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Facility

Rutgers University / Catholic University of Louvain / /

Holiday

Assumption / /

IndustryTerm

line search procedure / adaptive line-search method / line search procedure starts / important applications / approximate solution / iterative shrinking/thresholding algorithms / last step solution / trivial solution / final solution / adaptive line search / machinery / line search / iterative thresholding algorithm / statistical applications / closed-form solution / signal processing / line-search procedure / approximate solutions / search results / sparse recovery applications / numerical solution / /

Organization

USA Tong Zhang Department of Statistics / Rutgers University / Princeton University / Catholic University of Louvain / Center for Operations Research and Econometrics / /

Person

Lin Xiao / /

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Position

author / /

PublishedMedium

IEEE Transactions on Information Theory / Machine Learning / /

Technology

iterative shrinking/thresholding algorithms / iterative thresholding algorithm / machine learning / Image Processing / /

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