Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector

DOI10.1137/20M1364643zbMath1483.90110OpenAlexW4206047336MaRDI QIDQ5021412

Yong-Jin Liu, Sheng Fang, Xianzhu Xiong

Publication date: 13 January 2022

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

Full work available at URL: https://doi.org/10.1137/20m1364643

zbMATH Keywords

augmented Lagrangian methodDantzig selectorproximal point methodsemismooth Newton method

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90)

Uses Software

• TFOCS
• BMSS

Cites Work

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