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A reduced-space algorithm for minimizing $$\ell_1$$-regularized convex functions. (English) Zbl 1369.90103

##### MSC:
 90C06 Large-scale problems in mathematical programming 90C25 Convex programming 90C30 Nonlinear programming 90C55 Methods of successive quadratic programming type 90C90 Applications of mathematical programming 49J52 Nonsmooth analysis 49M37 Numerical methods based on nonlinear programming 62M20 Inference from stochastic processes and prediction 65K05 Numerical mathematical programming methods
##### Software:
CONV_QP; GPDT; LBFGS-B; TRON
Full Text:
##### References:
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