A dual active set algorithm for optimal sparse convex regression
DOI10.14498/vsgtu1673zbMath1438.90256OpenAlexW2939992443MaRDI QIDQ5230449
Alexander A. Gudkov, Sergey Tyshkevich, Sergei V. Mironov, Sergei P. Sidorov
Publication date: 22 August 2019
Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vsgtu1673
isotonic regressiondual active set algorithmmonotone regressionconvex regressionpool-adjacent-violators algorithm
Nonparametric regression and quantile regression (62G08) Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Semiparametric regression with shape-constrained penalized splines
- Active set algorithms for isotonic regression; a unifying framework
- An isotonic regression algorithm
- An algorithm for isotonic regression for two or more independent variables
- Algorithms for sparse \(k\)-monotone regression
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- An algorithm for isotonic regression with arbitrary convex distance function
- Piecewise convex-concave approximation in the minimax norm
- Algorithms and error estimations for monotone regression on partially preordered sets
- A dual active-set algorithm for regularized monotonic regression
- Elastoplastic antiplane strain in an incompressible body
- Linear approximation method preserving \(k\)-monotonicity
- Least-squares estimation of two-ordered monotone regression curves
- A Fast Scaling Algorithm for Minimizing Separable Convex Functions Subject to Chain Constraints
- Minimizing Separable Convex Functions Subject to Simple Chain Constraints
- Optimal Estimation of Deterioration From Diagnostic Image Sequence
- The Isotonic Regression Problem and Its Dual
This page was built for publication: A dual active set algorithm for optimal sparse convex regression
