An efficient sieving-based secant method for sparse optimization problems with least-squares constraints

DOI10.1137/23M1594443MaRDI QIDQ6561379zbMATH OpenFDO

Authors Qian Li, Defeng Sun, Yancheng Yuan

Publication date 25 June 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1594443

zbMATH Keywords

adaptive sievinglevel-set methodsecant methodsemismooth analysis

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Applications of mathematical programming (90C90)

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Cited in

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• All-integer global optimization for high-dimensional sparse regression, with applications in financial and genomic data

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