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]

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