Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector

Sheng Fang; Yong-Jin Liu; Xianzhu Xiong

doi:10.1137/20m1364643

Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector

SIAM Journal on Scientific Computing ◽

10.1137/20m1364643 ◽

2021 ◽

Vol 43 (6) ◽

pp. A4147-A4171

Author(s):

Sheng Fang ◽

Yong-Jin Liu ◽

Xianzhu Xiong

Keyword(s):

Dantzig Selector ◽

Semismooth Newton

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Model selection consistency of Dantzig selector

Statistica Sinica ◽

10.5705/ss.2012.061 ◽

2013 ◽

Author(s):

Lixing Zhu ◽

Yujie Gai ◽

Lu Lin

Keyword(s):

Model Selection ◽

Dantzig Selector ◽

Model Selection Consistency ◽

Selection Consistency

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A SQP-Semismooth Newton-type Algorithm applied to Control of the instationary Navier--Stokes System Subject to Control Constraints

SIAM Journal on Optimization ◽

10.1137/030601259 ◽

2006 ◽

Vol 16 (4) ◽

pp. 1177-1200 ◽

Cited By ~ 25

Author(s):

M. Hintermüller ◽

M. Hinze

Keyword(s):

Stokes System ◽

Navier Stokes ◽

Control Constraints ◽

Semismooth Newton ◽

Type Algorithm

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

The Annals of Statistics ◽

10.1214/009053607000000442 ◽

2007 ◽

Vol 35 (6) ◽

pp. 2365-2369 ◽

Cited By ~ 16

Author(s):

T. Tony Cai ◽

Jinchi Lv

Keyword(s):

Statistical Estimation ◽

Dantzig Selector

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A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations

SIAM Journal on Scientific Computing ◽

10.1137/18m1188069 ◽

2018 ◽

Vol 40 (6) ◽

pp. A4131-A4157

Author(s):

Yongfeng Li ◽

Zaiwen Wen ◽

Chao Yang ◽

Ya-xiang Yuan

Keyword(s):

Electronic Structure ◽

Newton Method ◽

Electronic Structure Calculations ◽

Semismooth Newton Method ◽

Semidefinite Programs ◽

Semismooth Newton ◽

Structure Calculations

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Sparse recovery with coherent tight frames via analysis Dantzig selector and analysis LASSO

Applied and Computational Harmonic Analysis ◽

10.1016/j.acha.2013.10.003 ◽

2014 ◽

Vol 37 (1) ◽

pp. 126-139 ◽

Cited By ~ 19

Author(s):

Junhong Lin ◽

Song Li

Keyword(s):

Sparse Recovery ◽

Tight Frames ◽

Dantzig Selector

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A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming

Computational Optimization and Applications ◽

10.1007/s10589-017-9930-9 ◽

2017 ◽

Vol 68 (3) ◽

pp. 503-532 ◽

Cited By ~ 1

Author(s):

Chengjing Wang ◽

Peipei Tang

Keyword(s):

Convex Programming ◽

Large Scale ◽

Augmented Lagrangian ◽

Augmented Lagrangian Method ◽

Lagrangian Method ◽

Linearly Constrained Convex Programming ◽

Semismooth Newton ◽

Linearly Constrained

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Semismooth Newton method for frictional contact between pseudo-rigid bodies

Computer Methods in Applied Mechanics and Engineering ◽

10.1016/j.cma.2008.01.006 ◽

2008 ◽

Vol 197 (33-40) ◽

pp. 2763-2777 ◽

Cited By ~ 19

Author(s):

Tomasz Koziara ◽

Nenad Bićanić

Keyword(s):

Newton Method ◽

Frictional Contact ◽

Rigid Bodies ◽

Semismooth Newton Method ◽

Semismooth Newton

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8. Semismooth Newton Methods I

Lagrange Multiplier Approach to Variational Problems and Applications ◽

10.1137/1.9780898718614.ch8 ◽

2008 ◽

pp. 215-252

Keyword(s):

Newton Methods ◽

Semismooth Newton ◽

Semismooth Newton Methods

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Semismooth Newton methods with domain decomposition for American options

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2017.12.046 ◽

2018 ◽

Vol 337 ◽

pp. 37-50 ◽

Cited By ~ 7

Author(s):

Hong-Jie Zhao ◽

Haijian Yang

Keyword(s):

Domain Decomposition ◽

American Options ◽

Newton Methods ◽

Semismooth Newton ◽

Semismooth Newton Methods

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The variable selection by the Dantzig selector for Cox’s proportional hazards model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00807-1 ◽

2021 ◽

Author(s):

Kou Fujimori

Keyword(s):

Variable Selection ◽

Proportional Hazards ◽

Proportional Hazards Model ◽

Dantzig Selector ◽

Hazards Model ◽

Cox's Proportional Hazards Model

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