Minimization over the $$\ell _1$$ ℓ 1 -ball using an active-set non-monotone projected gradient
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DOI: 10.1007/s10589-022-00407-6
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References listed on IDEAS
- Brás, Carmo P. & Fischer, Andreas & Júdice, Joaquim J. & Schönefeld, Klaus & Seifert, Sarah, 2017. "A block active set algorithm with spectral choice line search for the symmetric eigenvalue complementarity problem," Applied Mathematics and Computation, Elsevier, vol. 294(C), pages 36-48.
- Andrea Cristofari & Marianna Santis & Stefano Lucidi & Francesco Rinaldi, 2020. "An active-set algorithmic framework for non-convex optimization problems over the simplex," Computational Optimization and Applications, Springer, vol. 77(1), pages 57-89, September.
- Andrea Cristofari & Marianna Santis & Stefano Lucidi & Francesco Rinaldi, 2017. "A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 172(2), pages 369-401, February.
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Cited by:
- Cristofari, Andrea, 2023. "A decomposition method for lasso problems with zero-sum constraint," European Journal of Operational Research, Elsevier, vol. 306(1), pages 358-369.
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Keywords
Active-set methods; $$ell _1$$ ℓ 1 -ball; LASSO; Large-scale optimization;All these keywords.
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