A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions (Q5348467)

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scientific article; zbMATH DE number 6762069
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A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions
scientific article; zbMATH DE number 6762069

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    A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions (English)
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    18 August 2017
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    nonlinear optimization
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    convex optimization
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    sparse optimization
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    active-set methods
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    reduced-space methods
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    subspace minimization
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    model prediction
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