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arXiv · 2111.10015

Generalized-Hukuhara Subgradient Method for Optimization Problem with Interval-valued Functions and its Application in Lasso Problem

Debdas Ghosh·Amit Kumar Debnath·Radko Mesiar·Ram Surat Chauhan
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Abstract

In this study, a \emph{$gH$-subgradient technique} is developed to obtain efficient solutions to the optimization problems with nonsmooth nonlinear convex interval-valued functions. The algorithmic implementation of the developed $gH$-subgradient technique is illustrated. As an application of the proposed \emph{$gH$-subgradient technique}, an $\ell_1$ penalized linear regression problem, known as a \emph{lasso problem}, with interval-valued features is solved.

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Debdas Ghosh, Amit Kumar Debnath, Radko Mesiar, Ram Surat Chauhan. 2021-11-19. Generalized-Hukuhara Subgradient Method for Optimization Problem with Interval-valued Functions and its Application in Lasso Problem. https://arxiv.org/abs/2111.10015

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