A fast and effective algorithm for sparse linear regression with _p-norm data fidelity and elastic net regularization

DOI10.23952/JNVA.8.2024.3.06MaRDI QIDQ6561486zbMATH OpenFDO

Authors Yunhai Xiao, Jian Shen, Yanyun Ding, Mengjiao Shi, Peili Li

Publication date 25 June 2024

Published in Journal of Nonlinear and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.23952/JNVA.8.2024.3.06

zbMATH Keywords

\(\ell_p\_\ell_1\text{-}\ell_2\) minimizationalternating direction method of multipliershigh-dimensional sparse linear regressionpreconditioned proximal point algorithmsemismooth Newton method

Mathematics Subject Classification ID

Functional analysis (46-XX) Operator theory (47-XX)

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