3 papers
stat.ME2026
The Critical Line Algorithm and the Constrained LASSO: One Curve, Two Literatures
Thomas Schmelzer, Trevor Hastie
Many statistical procedures compute an entire solution path rather than a single estimator. For one class the path is piecewise linear, traced corner to corner by an active-set hom…
math.OC2026
Goldfarb-Idnani Revisited:Invariants, Certificates, and the Limits of Guessing
Thomas Schmelzer, Martin Stoll
The dual active-set method of Goldfarb and Idnani solves the strictly convex quadratic program by adding and dropping one constraint at a time, requiring no phase one. Primal--dual…
math.OC2026
Non-Negative Conjugate Gradients
Thomas Schmelzer, Martin Stoll
The conjugate gradient method (CG) solves a symmetric positive definite (SPD) system , but does not respect . We develop non-negative conjugate gradients, a solver fo…