Performance of first- and second-order methods for -regularized least squares problems

被引：0

作者：

Fountoulakis, Kimon ^{[1
,2
]}

Gondzio, Jacek ^{[1
,2
,3
]}

机构：

[1] Univ Edinburgh, Sch Math, James Clerk Maxwell Bldg,Kings Bldg, Edinburgh EH9 3FD, Midlothian, Scotland

[2] Univ Edinburgh, Maxwell Inst, James Clerk Maxwell Bldg,Kings Bldg, Edinburgh EH9 3FD, Midlothian, Scotland

[3] NASK Res Inst, Wawozowa 18, PL-02796 Warsaw, Poland

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2016年 / 65卷 / 03期

关键词：

l(1)-Regularised least-squares; First-order methods; Second-order methods; Sparse least squares instance generator; Ill-conditioned problems; COORDINATE DESCENT METHOD; OPTIMIZATION; MINIMIZATION; CONVERGENCE; ALGORITHM;

D O I：

10.1007/s10589-016-9853-x

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study the performance of first- and second-order optimization methods for -regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously defined generator is presented which allows control of the dimensions, the conditioning and the sparsity of the problem. The generator has very low memory requirements and scales well with the dimensions of the problem.

引用

页码：605 / 635

页数：31

共 50 条

[21] First- and Second-Order Meshless Radial Point Interpolation Methods in Electromagnetics
Shaterian, Zahra
Kaufmann, Thomas
Fumeaux, Christophe
2014 1ST AUSTRALIAN MICROWAVE SYMPOSIUM (AMS), 2014, : 11 - 12
[22] Obrechkoff versus super-implicit methods for the solution of first- and second-order initial value problems
Neta, B
Fukushima, T
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2003, 45 (1-3) : 383 - 390
[23] Between First- and Second-Order Stochastic Dominance
Mueller, Alfred
Scarsini, Marco
Tsetlin, Ilia
Winkler, Robert L.
MANAGEMENT SCIENCE, 2017, 63 (09) : 2933 - 2947
[24] Attention in first- and second-order motion perception
Liu, CQ
Lu, ZL
Dosher, BA
INVESTIGATIVE OPHTHALMOLOGY & VISUAL SCIENCE, 1999, 40 (04) : S973 - S973
[25] The effect of variations in first- and second-order derivatives on airfoil aerodynamic performance
Yi, Penghui
Wang, Ying
Sun, Xiaojing
Huang, Diangui
Zheng, Zhongquan
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS, 2017, 11 (01) : 54 - 68
[26] The temporal properties of first- and second-order vision
Schofield, AJ
Georgeson, MA
VISION RESEARCH, 2000, 40 (18) : 2475 - 2487
[27] First- and Second-Order Logic of Mass Terms
Peter Roeper
Journal of Philosophical Logic, 2004, 33 : 261 - 297
[28] First- and Second-Order Asymptotics in Covert Communication
Tahmasbi, Mehrdad
Bloch, Matthieu R.
IEEE TRANSACTIONS ON INFORMATION THEORY, 2019, 65 (04) : 2190 - 2212
[29] The interaction of first- and second-order cues to orientation
Dakin, SC
Williams, CB
Hess, RF
VISION RESEARCH, 1999, 39 (17) : 2867 - 2884
[30] Survey measures of first- and second-order competences
Danneels, Erwin
STRATEGIC MANAGEMENT JOURNAL, 2016, 37 (10) : 2174 - 2188

← 1 2 3 4 5 →