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

Xudong Li, Defeng Sun, Kim-Chuan Toh. A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems. SIAM Journal on Optimization, 28(1):433-458, 2018. [doi]

Abstract

Abstract is missing.