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Alternating direction metho...
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Linearized alternating direction method of multipliers for sparse group and fused LASSO models
Journal article
Computational Statistics and Data Analysis,2014, volume: 79, pages: 203-221
Authors:
Li,Xinxin
;
Mo,Lili
;
Yuan,Xiaoming
;
Zhang,Jianzhong
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Submit date:2021/10/19
Alternating direction method of multipliers
Convex optimization
Least absolute shrinkage and selection operator
Linear regression
Variable selection