A sparse proximal implementation of the LP dual active set algorithm.
Timothy A. DavisWilliam W. HagerPublished in: Math. Program. (2008)
Keyphrases
- active set
- efficient implementation
- primal dual
- dynamic programming
- np hard
- linear programming
- convergence rate
- learning algorithm
- computational complexity
- k means
- interior point
- objective function
- optimal solution
- approximation algorithms
- expectation maximization
- clustering method
- document collections
- dictionary learning
- integer program
- least squares