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Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient - MaRDI portal

Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient (Q2082555)

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Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient
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    Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient (English)
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    4 October 2022
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    active-set methods
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    \(\ell_1\)-ball
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    Lasso
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    large-scale optimization
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