One-Step Estimation with Scaled Proximal Methods

DOI10.1287/MOOR.2021.1212OpenAlexW4206105573MaRDI QIDQ5868961

Robert Bassett, Julio Deride

Publication date: 26 September 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.14521

zbMATH Keywords

proximal operatorMoreau envelopeone-step estimatorproximal-gradient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10)

Uses Software

• CVXGEN
• glmnet

Cites Work

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