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]
@article{LiST18,
title = {A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems},
author = {Xudong Li and Defeng Sun and Kim-Chuan Toh},
year = {2018},
doi = {10.1137/16M1097572},
url = {https://doi.org/10.1137/16M1097572},
researchr = {https://researchr.org/publication/LiST18},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {28},
number = {1},
pages = {433-458},
}