A decomposition method for Lasso problems with zero-sum constraint

DOI10.1016/j.ejor.2022.09.030OpenAlexW4297498189MaRDI QIDQ2106751

Andrea Cristofari

Publication date: 19 December 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.07065

zbMATH Keywords

convex programmingnonlinear programmingdecomposition methodsactive-set methodsconstrained Lasso

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items

as-zsl

Uses Software

• Gurobi
• LIBSVM
• FPC_AS
• DeepCoDA
• ConstrainedLasso

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