Generalized Conjugate Gradient Methods for ℓ1 Regularized Convex Quadratic Programming with Finite Convergence

DOI10.1287/moor.2017.0865zbMath1432.90101arXiv1511.07837OpenAlexW2963547867MaRDI QIDQ5219295

Zhaosong Lu, Xiaojun Chen

Publication date: 11 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07837

zbMATH Keywords

conjugate gradient methodconvex quadratic programmingfinite convergence\(\ell_1\)-regularizationsparse optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Proceedings, conferences, collections, etc. pertaining to number theory (11-06) Complexity and performance of numerical algorithms (65Y20)

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Uses Software

• PDCO
• Yall1
• ElemStatLearn
• TFOCS
• TwIST

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