An Efficient Algorithm for Minimizing Multi Non-Smooth Component Functions-Reference-Cited by-同舟云学术

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An Efficient Algorithm for Minimizing Multi Non-Smooth Component Functions

Published:2020-09-29 Issue:1 Volume:30 Page:162-170
ISSN:1061-8600
Container-title:Journal of Computational and Graphical Statistics
language:en
Short-container-title:Journal of Computational and Graphical Statistics

Author:

Pham Minh¹,Ninh Anh²,Le Hoang³,Liu Yufeng⁴^ORCID

Affiliation:

1. School of Mathematical Sciences, Rochester Institute of Technology, Rochester, NY

2. Department of Mathematics, College of William and Mary, Williamsburg, VA

3. School of Computing and Mathematical Sciences, California Institute of Technology, Pasadena, CA

4. Department of Statistics, University of North Carolina at Chapel Hill, Chapel Hill, NC

Funder

NSF

NIH

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10618600.2020.1804390

Reference29 articles.

1. A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

2. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

3. Bubeck, S., Lee, Y., and Singh, M. (2015), “A Geometric Alternative to Nesterov’s Accelerated Gradient Descent,” arXiv no. 1506.08187.

4. The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

5. Smoothing proximal gradient method for general structured sparse regression

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