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A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems.

Xudong LiDefeng SunKim-Chuan Toh
Published in: SIAM J. Optim. (2018)
Keyphrases
  • highly efficient
  • low cost
  • cross validation
  • augmented lagrangian method
  • optimization problems
  • combinatorial optimization