A second-order method for strongly convex \(\ell _1\)-regularization problems
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Publication:263191
DOI10.1007/s10107-015-0875-4zbMath1364.90255arXiv1306.5386OpenAlexW2164449950MaRDI QIDQ263191
Kimon Fountoulakis, Jacek Gondzio
Publication date: 4 April 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5386
\(\ell_1\)-regularizationiteration complexityNewton conjugate-gradients methodsecond-order methodsstrongly convex optimization
Analysis of algorithms (68W40) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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