A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems (Q4606653)

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scientific article; zbMATH DE number 6848463
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A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
scientific article; zbMATH DE number 6848463

    Statements

    A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems (English)
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    9 March 2018
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    lasso
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    sparse optimization
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    augmented Lagrangian
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    metric subregularity
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    semismoothness
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    Newton's method
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