A Preconditioned Conjugate Gradient Method with Active Set...

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Journal of the Operations Research Society of China 2018 / 4

A Preconditioned Conjugate Gradient Method with Active Set Strategy for $$\ell _1$$ℓ1-Regularized Least Squares

Cheng, Wan-You, Li, Dong-Hui
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Language:
english
Journal:
Journal of the Operations Research Society of China
DOI:
10.1007/s40305-018-0202-x
Date:
April, 2018
File:
PDF, 694 KB
english, 2018
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