A gradient method for the monotone fused least absolute shrinkage and selection operator

DOI10.1080/10556788.2013.801970zbMath1312.90078OpenAlexW1974681601MaRDI QIDQ5746709

Paul D. McNicholas, Yu Xia

Publication date: 7 February 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.801970

zbMATH Keywords

regressionfast gradient methodmonotonic constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Uses Software

• CVX

Cites Work

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• On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
• Locally monotonic regression
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Optimal Estimation of Deterioration From Diagnostic Image Sequence
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Convergence of a block coordinate descent method for nondifferentiable minimization

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