OWL-QN

OWL-QN: Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives. The Orthant-Wise Limited-memory Quasi-Newton algorithm (OWL-QN) is a numerical optimization procedure for finding the optimum of an objective of the form smooth function plus L1-norm of the parameters. Last published: December 11, 2007.

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References in zbMATH (referenced in 1 article )

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  1. Jerome Friedman; Trevor Hastie; Rob Tibshirani: Regularization Paths for Generalized Linear Models via Coordinate Descent (2010) not zbMATH