An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
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Publication:2288192
DOI10.1007/s10107-018-1329-6zbMath1435.90112arXiv1712.05910OpenAlexW2963105041MaRDI QIDQ2288192
Yangjing Zhang, Ning Zhang, Kim-Chuan Toh, Defeng Sun
Publication date: 17 January 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.05910
Linear regression; mixed models (62J05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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