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Coordinate great circle descent algorithm with application to single-index models
Coordinate descent algorithm has been widely used to solve high dimensional optimization problems with a non-differentiable objective function recently. To provide theoretical justification, Tseng (2001) showed that it leads to a stationary point when the non-differentiable part of the objective fun...
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| Publicado no: | Stat Interface |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4279872/ https://ncbi.nlm.nih.gov/pubmed/25554731 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.4310/SII.2013.v6.n4.a9 |
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