The Linearized Alternating Direction Method of Multipliers for Dantzig Selector

DOI10.1137/110833543zbMath1263.90061OpenAlexW1964401556MaRDI QIDQ4903742

Xiang-Feng Wang, Xiao-Ming Yuan

Publication date: 24 January 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110833543

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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