A lower bound based smoothed quasi-Newton algorithm for group bridge penalized regression

DOI10.1080/03610918.2015.1129409zbMath1376.65007OpenAlexW2565517339MaRDI QIDQ5373886

Yong-Xiu Cao, Jian Huang, Yan Yan Liu, Yu Ling Jiao

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1129409

zbMATH Keywords

linear regressionnumerical resultpenalized least squaresquasi-Newton algorithmgroup bridgelower bound rule

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of quasi-Newton type (90C53)

This page was built for publication: A lower bound based smoothed quasi-Newton algorithm for group bridge penalized regression