An algorithm for quadratic ℓ1-regularized optimization with a flexible active-set strategy
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Publication:3458840
DOI10.1080/10556788.2015.1028062zbMath1328.90097arXiv1412.1844OpenAlexW1771758700MaRDI QIDQ3458840
Byrd, Richard H., Stefan Solntsev, Nocedal, Jorge
Publication date: 28 December 2015
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.1844
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20)
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Uses Software
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