Smoothing proximal gradient method for general structured sparse regression

DOI10.1214/11-AOAS514zbMath1243.62100arXiv1005.4717MaRDI QIDQ439167

Xi Chen, Qihang Lin, Seyoung Kim, Jaime G. Carbonell, Eric P. Xing

Publication date: 1 August 2012

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4717

zbMATH Keywords

optimization; smoothing; structured sparsity; proximal gradient

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

65K10: Numerical optimization and variational techniques

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Uses Software

• GAP
• SDPT3
• DAVID

Cites Work

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