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An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems.

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Bibliographic Details
Title: An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems.
Authors: Zhang, Yangjing1, Zhang, Ning2, Sun, Defeng2, defeng.sun@polyu.edu.hk, Toh, Kim-Chuan3
Source: Mathematical Programming; Jan2020, Vol. 179 Issue 1/2, p223-263, 41p
Database: Applied Science & Technology Source
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Description
ISSN:00255610
DOI:10.1007/s10107-018-1329-6