An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems.
Meixia LinDefeng SunKim-Chuan TohPublished in: Math. Program. Comput. (2022)
Keyphrases
- regression problems
- constrained minimization
- augmented lagrangian method
- linear regression
- genetic programming
- cross validation
- convex optimization
- augmented lagrangian
- high dimensional data
- input space
- feature selection
- group lasso
- total variation
- random forests
- multi task
- high dimensional
- hyperparameters
- support vector machine
- learning machines
- least squares
- primal dual
- feature space
- training set
- image segmentation
- image processing