Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
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Publication:6120849
DOI10.1007/s10107-023-01966-0MaRDI QIDQ6120849
Ying Cui, Andrés Gómez, Shaoning Han, Jong-Shi Pang, Ziyu He
Publication date: 21 February 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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