Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression

DOI10.1007/s10898-022-01220-5OpenAlexW4294675186MaRDI QIDQ2687439

Chong Li, Tianzi Jiang, Xin Li, Yao-Hua Hu, Xiao Qi Yang

Publication date: 2 March 2023

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.05073

zbMATH Keywords

restricted eigenvalue conditionsparse optimizationrecovery boundlower-order penalty methods

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• PDCO

Cites Work

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