Inexact Successive quadratic approximation for regularized optimization.
Ching-pei LeeStephen J. WrightPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- optimization problems
- objective function
- risk minimization
- discrete optimization
- approximation algorithms
- error bounds
- neural network
- regularized least squares
- efficient computation
- optimization process
- global optimization
- optimization method
- optimization algorithm
- special case
- pairwise
- computational complexity
- approximation error
- approximation ratio
- data sets
- sequential quadratic programming