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A modified local quadratic approximation algorithm for penalized optimization problems - MaRDI portal

A modified local quadratic approximation algorithm for penalized optimization problems (Q147630)

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scientific article; zbMATH DE number 6918667
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A modified local quadratic approximation algorithm for penalized optimization problems
scientific article; zbMATH DE number 6918667

    Statements

    94
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    275-286
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    February 2016
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    15 August 2018
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    A modified local quadratic approximation algorithm for penalized optimization problems (English)
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    local quadratic approximation
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    \(\ell_1\)-penalization
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    nonconvex penalization
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    Lasso
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    SCAD
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    MCP
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