A Fast Active Set Block Coordinate Descent Algorithm for $\ell_1$-Regularized Least Squares
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Publication:2796799
DOI10.1137/141000737zbMath1333.65059arXiv1403.1738OpenAlexW3099937901MaRDI QIDQ2796799
Stefano Lucidi, Francesco Rinaldi, Marianna De Santis
Publication date: 30 March 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1738
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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