An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
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Publication:2219645
DOI10.1007/s10915-020-01364-0zbMath1458.90590OpenAlexW3098220721MaRDI QIDQ2219645
Baiyun Wang, Lei-Hong Zhang, Chungen Shen, Wenjuan Xue
Publication date: 20 January 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-020-01364-0
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A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices ⋮ An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints ⋮ Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
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