An inexact semismooth Newton-based augmented Lagrangian algorithm for multi-task Lasso problems

DOI10.1142/S0217595923500276MaRDI QIDQ6968690zbMATH OpenFDO

Authors Lanyu Lin, Yong-Jin Liu

Publication date 24 June 2025

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

generalized Jacobianaugmented Lagrangian algorithmsemismooth Newton algorithmmulti-task Lasso problem

Mathematics Subject Classification ID

Convex programming (90C25) Ridge regression; shrinkage estimators (Lasso) (62J07) Methods of quasi-Newton type (90C53)

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