A quasi-Newton proximal splitting method

arXiv1206.1156MaRDI QIDQ6233490

Mohamed Fadili, Stephen R. Becker

Publication date: 6 June 2012

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Monotone operators and generalizations (47H05)

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