A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares

DOI10.1007/s10589-014-9653-0zbMath1326.90060OpenAlexW2103746494MaRDI QIDQ480935

Francesco Rinaldi, Margherita Porcelli

Publication date: 12 December 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-014-9653-0

zbMATH Keywords

sparse approximationGauss-Seidel algorithm\(\ell_1\)-regularized least-squaresactive-set

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (1)

A Fast Active Set Block Coordinate Descent Algorithm for $\ell_1$-Regularized Least Squares

Uses Software

• PDCO
• FPC_AS
• TwIST

Cites Work

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