Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method

Ziyan Luo, Defeng Sun, Kim-Chuan Toh, Naihua Xiu. Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method. Journal of Machine Learning Research, 20, 2019. [doi]

@article{LuoSTX19,
  title = {Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method},
  author = {Ziyan Luo and Defeng Sun and Kim-Chuan Toh and Naihua Xiu},
  year = {2019},
  url = {http://jmlr.org/papers/v20/18-172.html},
  researchr = {https://researchr.org/publication/LuoSTX19},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {20},
}