the lasso problem

A class of derivative-free CG projection methods for nonsmooth equations with an application to the LASSO problem

  • Tian Maoying
  • Min Sun
    • Categories Nonlinear Systems and Least-Squares Tags , , ,

    In this paper, based on a modified Gram-Schmidt (MGS) process, we propose a class of derivative-free conjugate gradient (CG) projection methods for nonsmooth equations with convex constraints. Two attractive features of the new class of methods are: (i) its generated direction contains a free vector, which can be set as any vector such that the … Read more