A Class of Derivative-Free CG Projection Methods for Nonsmooth Equations with an Application to the LASSO Problem
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DOI: 10.1007/s41980-019-00250-2
Abstract: 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… read more here.
Keywords: derivative free; class; methods nonsmooth; class derivative ... See more keywords