Name
Abstract | ||
|---|---|---|
In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step, as well as the generalized problem known as sequential standard quadratic programming. HONES is fast, tuning-free, error-free (up to machine error) and adaptive to the solution sparsity. This is confirmed by both careful theoretical analysis and extensive experiments on both synthetic and real data. |
Year | Venue | Field |
|---|---|---|
2018 | AISTATS | Applied mathematics,Mathematical optimization,Homotopy method,Computer science,Newton's method in optimization,Homotopy continuation,Quadratic programming |
DocType | Citations | PageRank |
Conference | 0 | 0.34 |
References | Authors | |
11 | 3 | |