A Primal Dual Active Set with Continuation Algorithm for the \ell^0-Regularized Optimization Problem.
Yuling JiaoBangti JinXiliang LuPublished in: CoRR (2014)
Keyphrases
- primal dual
- active set
- interior point
- linear programming
- convergence rate
- optimal solution
- k means
- linear program
- efficient implementation
- optimization problems
- interior point methods
- approximation algorithms
- objective function
- simplex method
- nonnegative matrix factorization
- np hard
- learning algorithm
- dynamic programming
- computational complexity
- convex optimization
- semidefinite
- worst case
- semidefinite programming
- linear programming problems
- least squares