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author:

Xu, Yanmei (Xu, Yanmei.) [1] | Lin, Lanyu (Lin, Lanyu.) [2] (Scholars:林蓝玉) | Liu, Yong-Jin (Liu, Yong-Jin.) [3] (Scholars:刘勇进)

Indexed by:

Scopus SCIE

Abstract:

The generalized convex nearly isotonic regression problem addresses a least squares regression model that incorporates both sparsity and monotonicity constraints on the regression coefficients. In this paper, we introduce an efficient semismooth Newton-based augmented Lagrangian (Ssnal) algorithm to solve this problem. We demonstrate that, under reasonable assumptions, the Ssnal algorithm achieves global convergence and exhibits a linear convergence rate. Computationally, we derive the generalized Jacobian matrix associated with the proximal mapping of the generalized convex nearly isotonic regression regularizer and leverage the second-order sparsity when applying the semismooth Newton method to the subproblems in the Ssnal algorithm. Numerical experiments conducted on both synthetic and real datasets clearly demonstrate that our algorithm significantly outperforms first-order methods in terms of efficiency and robustness.

Keyword:

augmented Lagrangian algorithm generalized convex nearly isotonic regression semismooth Newton method

Community:

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

Reprint 's Address:

  • 林蓝玉

    [Lin, Lanyu]Fuzhou Univ, Sch Math & Stat, Fuzhou 350108, Peoples R China

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Source :

MATHEMATICS

Year: 2025

Issue: 3

Volume: 13

2 . 3 0 0

JCR@2023

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

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