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A generalized formulation for group selection via ADMM - MaRDI portal

A generalized formulation for group selection via ADMM

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Publication:6571367

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DOI10.1007/s10915-024-02571-9MaRDI QIDQ6571367

Miju Ahn, Yifei Lou, Chengyu Ke, Sunyoung Shin

Publication date: 12 July 2024

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

zbMATH Keywords

ADMM nonconvex programming group sparsity group variable selection directional stationary solutions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonconvex programming, global optimization (90C26) Genetics and epigenetics (92D10)

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