The dual and degrees of freedom of linearly constrained generalized lasso

Computational Statistics and Data Analysis

Volumn 86, Issue , 2015, Pages 13-26

  Hu, Qinqin ^a   Zeng, Peng ^b   Lin, Lu ^a  

^a SHANDONG UNIVERSITY   (China)

^b AUBURN UNIVERSITY   (United States)

Author keywords

Constrained optimization; Coordinate descent; Degrees of freedom; Duality; KKT condition; Lasso

Indexed keywords

CONSTRAINED OPTIMIZATION; MECHANICS;

COORDINATE DESCENT; DUALITY; KKT CONDITION; LASSO; LINEAR INEQUALITIES; NUMBER OF DEGREES OF FREEDOM; SIMULTANEOUS ESTIMATION; VARIABLE SELECTION;

DEGREES OF FREEDOM (MECHANICS);

EID: 84922733856     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2014.12.010     Document Type: Article

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