sglssnal

MaRDI QIDQ7371170CRANFDO

Authors Robin Liu

Last update 11 September 2026

Copyright license MIT license, File License

Software version identifier 0.1.0

Description

Implements the sparse-group lasso method of Zhang et al. (2020) <doi:10.1007/s10107-018-1329-6>. Unlike many widely available methods based on first-order descent, this method uses second-order information to solve the dual optimization problem via a semismooth Newton method.

Cites work

• An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems

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