Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method (Q5214191)

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scientific article; zbMATH DE number 7164706
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Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method
scientific article; zbMATH DE number 7164706

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    7 February 2020
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    linear regression
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    OSCAR
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    sparsity
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    augmented Lagrangian method
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    semismooth Newton method
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    math.OC
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