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- Publisher Website: 10.1137/110833543
- Scopus: eid_2-s2.0-84869774438
- WOS: WOS:000310580800017
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Article: The linearized alternating direction method of multipliers for Dantzig selector
| Title | The linearized alternating direction method of multipliers for Dantzig selector |
|---|---|
| Authors | |
| Keywords | Linearized Alternating direction method of multipliers Dantzig selector Linear regression |
| Issue Date | 2012 |
| Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sisc.php |
| Citation | SIAM Journal on Scientific Computing, 2012, v. 34, n. 5, p. A2792-A2811 How to Cite? |
| Abstract | The Dantzig selector was recently proposed to perform variable selection and model fitting in the linear regression model. It can be solved numerically by the alternating direction method of multipliers (ADM); and in this paper, we show that the application of ADM to the Dantzig selector can be speeded up significantly if one of its resulting subproblems at each iteration is linearized. The resulting linearized ADM for the Dantzig selector is shown to be efficient for solving both synthetic and real world data sets. © 2012 Society for Industrial and Applied Mathematics. |
| Persistent Identifier | http://hdl.handle.net/10722/251014 |
| ISSN | 2021 Impact Factor: 2.968 2020 SCImago Journal Rankings: 1.674 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wang, Xiangfeng | - |
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.date.accessioned | 2018-02-01T01:54:20Z | - |
| dc.date.available | 2018-02-01T01:54:20Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.citation | SIAM Journal on Scientific Computing, 2012, v. 34, n. 5, p. A2792-A2811 | - |
| dc.identifier.issn | 1064-8275 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/251014 | - |
| dc.description.abstract | The Dantzig selector was recently proposed to perform variable selection and model fitting in the linear regression model. It can be solved numerically by the alternating direction method of multipliers (ADM); and in this paper, we show that the application of ADM to the Dantzig selector can be speeded up significantly if one of its resulting subproblems at each iteration is linearized. The resulting linearized ADM for the Dantzig selector is shown to be efficient for solving both synthetic and real world data sets. © 2012 Society for Industrial and Applied Mathematics. | - |
| dc.language | eng | - |
| dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sisc.php | - |
| dc.relation.ispartof | SIAM Journal on Scientific Computing | - |
| dc.subject | Linearized | - |
| dc.subject | Alternating direction method of multipliers | - |
| dc.subject | Dantzig selector | - |
| dc.subject | Linear regression | - |
| dc.title | The linearized alternating direction method of multipliers for Dantzig selector | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1137/110833543 | - |
| dc.identifier.scopus | eid_2-s2.0-84869774438 | - |
| dc.identifier.volume | 34 | - |
| dc.identifier.issue | 5 | - |
| dc.identifier.spage | A2792 | - |
| dc.identifier.epage | A2811 | - |
| dc.identifier.eissn | 1095-7197 | - |
| dc.identifier.isi | WOS:000310580800017 | - |
| dc.identifier.issnl | 1064-8275 | - |