Browsing University of Waterloo by Subject "L1-regularized Least Square problem"
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On the Relationship between Conjugate Gradient and Optimal First-Order Methods for Convex Optimization
(University of Waterloo, 2014-01-23)In a series of work initiated by Nemirovsky and Yudin, and later extended by Nesterov, first-order algorithms for unconstrained minimization with optimal theoretical complexity bound have been proposed. On the other hand, ...