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Generalized Conjugate Gradient Methods for l(1) Regularized Convex Quadratic Programming with Finite Convergence

Lu, ZS; Chen, XJ

Lu, ZS (reprint author), Simon Fraser Univ, Dept Math, Burnaby, BC V5A 1S6, Canada.

MATHEMATICS OF OPERATIONS RESEARCH, 2018; 43 (1): 275

Abstract

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper,......

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