A highly efficient algorithm for solving exclusive lasso problems-Reference-Cited by-同舟云学术

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A highly efficient algorithm for solving exclusive lasso problems

Published:2023-09-25 Issue: Volume: Page:1-30
ISSN:1055-6788
Container-title:Optimization Methods and Software
language:en
Short-container-title:Optimization Methods and Software

Author:

Lin Meixia¹,Yuan Yancheng²,Sun Defeng²,Toh Kim-Chuan³

Affiliation:

1. Engineering Systems and Design, Singapore University of Technology and Design, Singapore

2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Hong Kong

3. Department of Mathematics and Institute of Operations Research and Analytics, National University of Singapore, Singapore

Funder

Singapore University of Technology and Design

Hong Kong Polytechnic University

Hong Kong Research Grant Council

Ministry of Education, Singapore

Publisher

Informa UK Limited

Subject

Applied Mathematics,Control and Optimization,Software

Link

https://www.tandfonline.com/doi/pdf/10.1080/10556788.2023.2253356

Reference34 articles.

1. A fast iterative shrinkage-thresholding algorithm for linear inverse problems;Beck A.;SIAM J. Imaging. Sci.,2009

2. Templates for convex cone problems with applications to sparse signal recovery;Becker S.R.;Math. Program. Comput.,2011

3. Within group variable selection through the exclusive lasso;Campbell F.;Electron. J. Stat.,2017

4. On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators;Eckstein J.;Math. Program.,1992

5. F. Facchinei and J.-S. Pang, Finite-Dimensional Variational Inequalities and Complementarity Problems, Springer Science & Business Media, New York, NY, 2007.

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