A family of second-order methods for convex \(\ell _1\)-regularized optimization
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Publication:312690
DOI10.1007/s10107-015-0965-3zbMath1350.49046OpenAlexW2287259016MaRDI QIDQ312690
Figen Oztoprak, Gillian M. Chin, Byrd, Richard H., Nocedal, Jorge
Publication date: 16 September 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0965-3
convex optimizationsecond-order methods\(\ell _1\)-regularizationblock active set methodorthant based methodquadratic problemssemismooth Newton method
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)
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