zeroSR1
Very fast code for solving lasso and non-negative least-squares problems
Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm. Uses special tricks to allow the use of a quasi-Newton methods.
引用格式
Stephen Becker (2026). zeroSR1 (https://github.com/stephenbeckr/zeroSR1), GitHub. 检索时间: .
致谢
参考作品: NNLS and constrained regression, predictor-corrector algorithm, nnls, active set algorithm, newton's algorithm for nnls, MTRON, LARS algorithm, LBFGSB (L-BFGS-B) mex wrapper, mex interface for bound constrained optimization via ASA, nnls - Non negative least squares, Simple MATLAB example code and generic function to perform LASSO
启发作品: mex interface for bound constrained optimization via ASA
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| 版本 | 已发布 | 发行说明 | Action |
|---|---|---|---|
| 1.0.0.0 |
