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researcher

I. Loris

28 papers hereh-index 212.6k citations90 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author8
  • middle author6
  • last author5

Across the 21 of 28 papers where every author was matched, so the position is known.

fields
  • math.NA10
  • physics.geo-ph5
  • hep-th4
  • math.OC4
  • cs.IT1
  • physics.data-an1

identity via Semantic Scholar / OpenAlex

activity
20032025
most citedSparse and stable Markowitz portfolios

502 citations · 1.6k across the 27 of their papers we have counts for

collaborators
Showing 2007 · math.NAShow all

3 papers · 2 filters

math.NA2007★ 66 cited

On the performance of algorithms for the minimization of ℓ1​-penalized functionals

Ignace Loris

The problem of assessing the performance of algorithms used for the minimization of an ℓ1​-penalized least-squares functional, for a range of penalty parameters, is investigat…

math.NA2007★ 21 cited

L1Packv2: A Mathematica package for minimizing an ℓ1​-penalized functional

Ignace Loris

L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an ℓ1​-penalized least squares functional. The algorithms can h…

math.NA2007★ 190 cited

Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints

I. Daubechies, M. Fornasier, I. Loris

Regularization of ill-posed linear inverse problems via ℓ1​ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the m…

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