Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
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Publication:2693645
DOI10.1007/s10107-021-01766-4OpenAlexW4206802114MaRDI QIDQ2693645
Andrés Gómez, Ziyu He, Jong-Shi Pang
Publication date: 24 March 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-021-01766-4
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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