A fast splitting method tailored for Dantzig selector
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Publication:887167
DOI10.1007/s10589-015-9748-2zbMath1334.90165OpenAlexW2025062721MaRDI QIDQ887167
Hongjin He, Deren Han, Xing-Ju Cai
Publication date: 28 October 2015
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-015-9748-2
Related Items (6)
A partially inertial customized Douglas-Rachford splitting method for a class of structured optimization problems ⋮ On the convergence rate of the augmented Lagrangian-based parallel splitting method ⋮ Proximal ADMM with larger step size for two-block separable convex programming and its application to the correlation matrices calibrating problems ⋮ A partially proximal linearized alternating minimization method for finding Dantzig selectors ⋮ A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming ⋮ Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector
Uses Software
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