A simple and efficient algorithm for fused lasso signal approximator with convex loss function
We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order to apply this method to FLSA, two types of auxiliary variable...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/107175 http://hdl.handle.net/10220/17942 http://dx.doi.org/10.1007/s00180-012-0373-6 |
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| Institution: | Nanyang Technological University |
| Language: | English |