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arXiv · 1610.04329

HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step

Yuting Ye·Lihua Lei·Cheng Ju
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Abstract

In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step, as well as the generalized problem known as sequential standard quadratic programming. HONES is fast, tuning-free, error-free (up to machine error) and adaptive to the solution sparsity. This is confirmed by both careful theoretical analysis and extensive experiments on both synthetic and real data.

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Yuting Ye, Lihua Lei, Cheng Ju. 2016-10-14. HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step. https://arxiv.org/abs/1610.04329

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