A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems

DOI10.1007/s10915-023-02271-wzbMath1522.90108arXiv2111.13878MaRDI QIDQ6111345

Cheng-Jing Wang, Peipei Tang

Publication date: 6 July 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.13878

zbMATH Keywords

augmented Lagrangian methodsemismooth Newton methodsparse group square-root Lasso

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Decomposition methods (49M27)

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