A highly efficient algorithm for solving exclusive lasso problems
From MaRDI portal
Publication:6640992
DOI10.1080/10556788.2023.2253356MaRDI QIDQ6640992
Kim-Chuan Toh, Defeng Sun, Yancheng Yuan, Meixia Lin
Publication date: 20 November 2024
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Sparse regression using mixed norms
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Newton and quasi-Newton methods for normal maps with polyhedral sets
- A unified approach to error bounds for structured convex optimization problems
- Within group variable selection through the exclusive Lasso
- Templates for convex cone problems with applications to sparse signal recovery
- A nonsmooth version of Newton's method
- Hankel matrix rank minimization with applications to system identification and realization
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- Modeling Financial Time Series with S-PLUS®
- Some continuity properties of polyhedral multifunctions
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- Monotone Operators and the Proximal Point Algorithm
- Semismooth and Semiconvex Functions in Constrained Optimization
- On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems
- Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant
- An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
- Model Selection and Estimation in Regression with Grouped Variables
- Proximité et dualité dans un espace hilbertien
- Semismooth Matrix-Valued Functions
This page was built for publication: A highly efficient algorithm for solving exclusive lasso problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6640992)