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]

Authors

Xudong Li

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Defeng Sun

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Kim-Chuan Toh

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