URL: http://www.public.asu.edu/~jye02/Software/SLEP/
Proper Citation: Sparse Learning with Efficient Projections (RRID:SCR_001870)
Description: Software package that provides functions for solving a family of sparse learning algorithms. The functions implemented enjoy the convergence rate of O(1/k^2), although the objective function is non-smooth. Main features: * First-Order Method. At each iteration, they only need to evaluate the function value and the gradient; and thus the algorithms can handle large-scale sparse data. * Optimal Convergence Rate. The convergence rate O(1/k^2) is optimal for smooth convex optimization via the first-order black-box methods. * Efficient Projection. The projection problem (proximal operator) can be solved efficiently. * Pathwise Solutions. The SLEP package provides functions that efficiently compute the pathwise solutions corresponding to a series of regularization parameters by the warm-start technique.
Abbreviations: SLEP
Synonyms: Sparse Learning with Efficient Projections (SLEP), SLEP: Sparse Learning with Efficient Projections
Resource Type: software resource
Keywords: sparse
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