Strong convergence of a modified proximal algorithm for solving the lasso

DOI10.1186/s13660-015-0680-xzbMath1384.90095OpenAlexW2100839196WikidataQ59435216 ScholiaQ59435216MaRDI QIDQ262321

Jun-Ying Gong, Ming Tian

Publication date: 29 March 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0680-x

zbMATH Keywords

variational inequalityproximal method\(l_{1}\) regularization\(Q\)-lassolasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods for variational inequalities and related problems (65K15)

Uses Software

• PDCO

Cites Work

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