A classification method based on a cloud of spheres

\(\) In this article we propose a binary classification model to distinguish a specific class that corresponds to a characteristic that we intend to identify (fraud, spam, disease). The classification model is based on a cloud of spheres that circumscribes the points of the class to be identified. It is intended to build a model … Read more

Sparse Approximations with Interior Point Methods

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well conditioned problems. In this paper, specialized variants of an interior point-proximal method of multipliers are proposed and analyzed for problems of this class. Computational experience … Read more