Safe Screening with Variational Inequalities and Its Application to Lasso.
Jun LiuZheng ZhaoJie WangJieping YePublished in: ICML (2014)
Keyphrases
- variational inequalities
- sensitivity analysis
- complementarity problems
- nonlinear programming
- variational inequality problems
- set valued
- hilbert spaces
- primal dual
- fixed point
- convex sets
- linear complementarity problem
- boundary conditions
- least squares
- feature selection
- nash equilibrium
- linearly constrained
- saddle point
- model selection
- lipschitz continuity
- sparse representation