An Efficient Proximal Block Coordinate Homotopy Method for Large-Scale Sparse Least Squares Problems
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Publication:5216783
DOI10.1137/19M1243828zbMath1434.90091OpenAlexW3007949207MaRDI QIDQ5216783
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Publication date: 20 February 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1243828
decomposition methodhomotopy methodLassosparse optimization\(l_{1-2}\)-minimizationhighly coherent matrix
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)
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