Solution sets of three sparse optimization problems for multivariate regression

• Published in: Journal of global optimization Vol. 87; no. 2-4; pp. 347 - 371
• Main Authors: Chen, Xiaojun, Pan, Lili, Xiu, Naihua
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.11.2023; Springer
• Subjects: Computer Science; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Optimization; Real Functions; Sparse optimization; 65F50; Local minimizer; 90C46; Row selection problem; Stationary point; Multivariate regression; 90C26; Global minimizer; 90C27

In multivariate regression analysis, a coefficient matrix is used to relate multiple response variables to regressor variables in a noisy linear system from given data. Optimization is a natural approach to find such coefficient matrix with few nonzero rows. However, the relationship of most group s...