scholarly journals An augmented Lagrangian relaxation for analytical target cascading using the alternating direction method of multipliers

2006 ◽  
Vol 31 (3) ◽  
pp. 176-189 ◽  
Author(s):  
S. Tosserams ◽  
L. F. P. Etman ◽  
P. Y. Papalambros ◽  
J. E. Rooda
Keyword(s):  
Lagrangian Relaxation ◽  
Augmented Lagrangian ◽  
Alternating Direction Method ◽  
Method Of Multipliers ◽  
Analytical Target Cascading ◽  
Augmented Lagrangian Relaxation ◽  
Alternating Direction ◽  
Target Cascading

L1-Norm Least Squares Support Vector Regression via the Alternating Direction Method of Multipliers

2017 ◽  
Vol 21 (6) ◽  
pp. 1017-1025
Author(s):  
Ya-Fen Ye ◽  
Chao Ying ◽  
Yue-Xiang Jiang ◽  
Chun-Na Li ◽  
◽  
...  
Keyword(s):  
Feature Selection ◽  
Least Squares ◽  
Support Vector Regression ◽  
Augmented Lagrangian ◽  
Alternating Direction Method ◽  
Support Vector ◽  
Method Of Multipliers ◽  
L1 Norm ◽  
Feature Selection Problem ◽  
Alternating Direction

In this study, we focus on the feature selection problem in regression, and propose a new version of L1support vector regression (L1-SVR), known as L1-norm least squares support vector regression (L1-LSSVR). The alternating direction method of multipliers (ADMM), a method from the augmented Lagrangian family, is used to solve L1-LSSVR. The sparse solution of L1-LSSVR can realize feature selection effectively. Furthermore, L1-LSSVR is decomposed into a sequence of simpler problems by the ADMM algorithm, resulting in faster training speed. The experimental results demonstrate that L1-LSSVR is not only as effective as L1-SVR, LSSVR, and SVR in both feature selection and regression, but also much faster than L1-SVR and SVR.

Hybrid MPI/OpenMP parallel asynchronous distributed alternating direction method of multipliers

Computing ◽  
2021 ◽  
Author(s):  
Dongxia Wang ◽  
Yongmei Lei ◽  
Jianhui Zhou
Keyword(s):  
Alternating Direction Method ◽  
Method Of Multipliers ◽  
Alternating Direction

Decentralized optimal scheduling for integrated community energy system via consensus-based alternating direction method of multipliers

2021 ◽  
pp. 117448
Author(s):  
Wei Lin ◽  
Xiaolong Jin ◽  
Hongjie Jia ◽  
Yunfei Mu ◽  
Tao Xu ◽  
...  
Keyword(s):  
Energy System ◽  
Alternating Direction Method ◽  
Optimal Scheduling ◽  
Method Of Multipliers ◽  
Alternating Direction
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