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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| English | 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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0.7938070297241211
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0.7661756277084351
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0.7511017918586731
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0.7407186031341553
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