Wang, Lichun; You, Yuan; Lian, Heng - In: Computational Statistics 28 (2013) 4, pp. 1699-1714
We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order to apply this method to FLSA, two types of auxiliary...