ConstrainedLasso

swMATH42315MaRDI QIDQ1352577FDOQ1352577

Author name not available (Why is that?)

Source code repository: https://github.com/Hua-Zhou/ConstrainedLasso.jl

Described by source

• Algorithms for Fitting the Constrained Lasso

Cited In (18)

• Primal path algorithm for compositional data analysis
• On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19
• Penalized polygram regression
• A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
• On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Penalized and constrained LAD estimation in fixed and high dimension
• Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
• Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method
• Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
• Weighted sparse simplex representation: a unified framework for subspace clustering, constrained clustering, and active learning
• Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
• A cost-sensitive constrained Lasso
• Primal-dual incremental gradient method for nonsmooth and convex optimization problems
• A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
• Linear support vector regression with linear constraints
• A decomposition method for Lasso problems with zero-sum constraint
• Robust regression with compositional covariates

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