Algorithms for Fitting the Constrained Lasso
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Publication:3391167
DOI10.1080/10618600.2018.1473777OpenAlexW2551219942WikidataQ90934907 ScholiaQ90934907MaRDI QIDQ3391167
Brian R. Gaines, Hua Zhou, Ju Hyun Kim
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://europepmc.org/articles/pmc6320228
convex optimizationlinear constraintsalternating direction method of multiplierspenalized regressionregularization pathgeneralized Lasso
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