An Algorithm for Unconstrained Quadratically Penalized Convex Optimization
نویسندگان
چکیده
منابع مشابه
An Algorithm for Unconstrained Quadratically Penalized Convex Optimization
A descent algorithm, “Quasi-Quadratic Minimization with Memory” (QQMM), is proposed for unconstrained minimization of the sum, F , of a non-negative convex function, V , and a quadratic form. Such problems come up in regularized estimation in machine learning and statistics. In addition to values of F , QQMM requires the (sub)gradient of V . Two features of QQMM help keep low the number of eval...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2011
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2011.560734