• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
成果搜索

author:

Lin, Lanyu (Lin, Lanyu.) [1] | Liu, Yong-Jin (Liu, Yong-Jin.) [2] (Scholars:刘勇进)

Indexed by:

EI Scopus SCIE

Abstract:

This paper is concerned with the l(1),infinity-norm ball constrained multi-task learning problem, which has received extensive attention in many research areas such as machine learning, cognitive neuroscience, and signal processing. To address the challenges of solving large-scale multi-task Lasso problems, this paper develops an inexact semismooth Newton-based augmented Lagrangian (Ssnal) algorithm. When solving the inner problems in the Ssnal algorithm, the semismooth Newton (Ssn) algorithm with superlinear or even quadratic convergence is applied. Theoretically, this paper presents the global and asymptotically superlinear local convergence of the Ssnal algorithm under standard conditions. Computationally, we derive an efficient procedure to construct the generalized Jacobian of the projector onto l(1),infinity-norm ball, which is an important component of the Ssnal algorithm, making the computational cost in the Ssn algorithm very cheap. Comprehensive numerical experiments on the multi-task Lasso problems demonstrate that the Ssnal algorithm is more efficient and robust than several existing state-of-the-art first-order algorithms.

Keyword:

augmented Lagrangian algorithm generalized Jacobian Multi-task Lasso problem semismooth Newton algorithm

Community:

  • [ 1 ] [Lin, Lanyu]Fuzhou Univ, Sch Math & Stat, Fuzhou 350108, Peoples R China
  • [ 2 ] [Liu, Yong-Jin]Fuzhou Univ, Ctr Appl Math Fujian Prov, Sch Math & Stat, Fuzhou 350108, Peoples R China

Reprint 's Address:

Show more details

Related Keywords:

Source :

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH

ISSN: 0217-5959

Year: 2023

Issue: 03

Volume: 41

1 . 1

JCR@2023

1 . 1 0 0

JCR@2023

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

Online/Total:297/10897772
Address:FZU Library(No.2 Xuyuan Road, Fuzhou, Fujian, PRC Post Code:350116) Contact Us:0591-22865326
Copyright:FZU Library Technical Support:Beijing Aegean Software Co., Ltd. 闽ICP备05005463号-1