A Preconditioned Conjugate Gradient Method with Active Set Strategy for $$\ell _1$$ℓ1-Regularized Least Squares

2018 ◽  
Vol 6 (4) ◽  
pp. 571-585 ◽  
Author(s):  
Wan-You Cheng ◽  
Dong-Hui Li
Keyword(s):  
Least Squares ◽  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Preconditioned Conjugate Gradient Method ◽  
Preconditioned Conjugate Gradient ◽  
Active Set ◽  
Regularized Least Squares ◽  
Active Set Strategy
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