Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
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Publication:662292
DOI10.1007/s10107-010-0350-1zbMath1246.90120arXiv0904.0691OpenAlexW2152726866MaRDI QIDQ662292
Zhaosong Lu, Ming Yuan, Renato D. C. Monteiro
Publication date: 22 February 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.0691
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Uses Software
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