A dual adaptive algorithm for matrix optimization with sparse group lasso regularization

J Yang, J Hu, C Shen - Journal of Global Optimization, 2025 - Springer
Matrix optimization has various applications in finance, statistics, and engineering, etc. In
this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …

[PDF][PDF] A dual adaptive algorithm for matrix optimization with sparse group lasso regularization

J Yang, J Hu, C Shen - 2024 - researchgate.net
Matrix optimization has various applications in finance, statistics, and engineering, etc. In
this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …

A dual adaptive algorithm for matrix optimization with sparse group lasso regularization

J Yang, J Hu, C Shen - Journal of Global Optimization, 2025 - ideas.repec.org
Matrix optimization has various applications in finance, statistics, and engineering, etc. In
this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …

A dual adaptive algorithm for matrix optimization with sparse group lasso regularization

J Yang, J Hu, C Shen - Journal of Global Optimization, 2025 - econpapers.repec.org
Matrix optimization has various applications in finance, statistics, and engineering, etc. In
this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …