Algorithms for Fitting the Constrained Lasso - Gaines, Brian R.; Kim, Juhyun; Zhou, Hua (Journal of computational and graphical statistics, 2018)
Keywords: Algorithms; Alternating direction method of multipliers; Convex optimization; Generalized lasso; Linear constraints; Penalized regression; Regularization path; Generalized lasso; Alternating direction method of multipliers; Penalized regression; Convex optimization; Regularization path; Linear constraints