Proceedings of the 2018 2nd International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2018)

Inexact Orthant-Wise Quasi-Newton Method

Authors
Faguo Wu, Wang Yao, Xiao Zhang, Chenxu Wang, Zhiming Zheng
Corresponding Author
Faguo Wu
Available Online May 2018.
DOI
10.2991/ammsa-18.2018.31How to use a DOI?
Keywords
orthant-based; sparse optimization; inexact Newton; proximal gadient
Abstract

The Orthant-Wise Limited-memory Quasi-Newton method (OWL-QN), based on the L-BFGS method, is an effective algorithm for solving the ‘1-regularized sparse learning problem. In order to deal with the ‘1-regularization, OWL-QN restrict the point to an orthant on which the quadratic model is valid and differentiable. In this paper, we propose an Inexact Orthant-Wise Limited-memory Quasi-Newton method (IOWL-QN). This method, at every iteration, compute an approximate solution satisfied the inexactness conditions to estimate the exact solution. We give brief proof to the convergence and report the numerical results.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2018 2nd International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2018)
Series
Advances in Intelligent Systems Research
Publication Date
May 2018
ISBN
978-94-6252-529-0
ISSN
1951-6851
DOI
10.2991/ammsa-18.2018.31How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Faguo Wu
AU  - Wang Yao
AU  - Xiao Zhang
AU  - Chenxu Wang
AU  - Zhiming Zheng
PY  - 2018/05
DA  - 2018/05
TI  - Inexact Orthant-Wise Quasi-Newton Method
BT  - Proceedings of the 2018 2nd International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2018)
PB  - Atlantis Press
SP  - 149
EP  - 153
SN  - 1951-6851
UR  - https://doi.org/10.2991/ammsa-18.2018.31
DO  - 10.2991/ammsa-18.2018.31
ID  - Wu2018/05
ER  -