Quadratic Growth Conditions and Uniqueness of Optimal Solution to Lasso.
José Yunier Bello CruzGuoyin LiTran T. A. NghiaPublished in: J. Optim. Theory Appl. (2022)
Keyphrases
- optimal solution
- sufficient conditions
- objective function
- linear program
- np hard
- linear programming
- global optimum
- knapsack problem
- computational complexity
- search space
- variable selection
- least squares
- solution quality
- metaheuristic
- data sets
- greedy heuristic
- iterative procedure
- cross validation
- sample size
- missing data
- pairwise
- machine learning