Screening Rules and its Complexity for Active Set Identification
From MaRDI portal
Publication:5026418
zbMath1484.90045arXiv2009.02709MaRDI QIDQ5026418
Joseph Salmon, Eugene Ndiaye, Olivier Fercoq
Publication date: 8 February 2022
Full work available at URL: https://arxiv.org/abs/2009.02709
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fast projection onto the simplex and the \(l_1\) ball
- A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
- Advanced preprocessing techniques for linear and quadratic programming
- From error bounds to the complexity of first-order descent methods for convex functions
- Least angle regression. (With discussion)
- C 1,ω (·) -regularity and Lipschitz-like properties of subdifferential
- Activity Identification and Local Linear Convergence of Forward--Backward-type Methods
- Online Learning and Online Convex Optimization
- Analysis of mathematical programming problems prior to applying the simplex algorithm
- A new approach to variable selection in least squares problems
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Gap Safe screening rules for sparsity enforcing penalties
- Safe Feature Elimination in Sparse Supervised Learning
- Model Selection and Estimation in Regression with Grouped Variables
- Understanding Machine Learning
- Strong Rules for Discarding Predictors in Lasso-Type Problems
This page was built for publication: Screening Rules and its Complexity for Active Set Identification