An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems

DOI10.1007/S10107-018-1329-6zbMath1435.90112arXiv1712.05910OpenAlexW2963105041MaRDI QIDQ2288192

Yangjing Zhang, Ning Zhang, Kim-Chuan Toh, Defeng Sun

Publication date: 17 January 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05910

zbMATH Keywords

augmented Lagrangian methodgeneralized Jacobiansemismooth Newton methodsparse group Lasso

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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Uses Software

• UCI-ml
• LIBSVM
• SLEP

Cites Work

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