A routine written in IML to solve this problem follows. The approach appends slack, surplus, and artificial variables to the model where needed. It then solves phase 1 to find a primal feasible ...
We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani's "lasso" for variable ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback