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To cite sglssnal in publications, please cite both the package and the paper describing the method it implements:
Liu R (2026). sglssnal: Sparse-Group Lasso via Semismooth Newton Augmented Lagrangian. R package version 0.1.0, https://github.com/roobnloo/sglssnal.
Zhang Y, Zhang N, Sun D, Toh K (2020). “An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems.” Mathematical Programming, 179, 223–263. doi:10.1007/s10107-018-1329-6.
Corresponding BibTeX entries:
@Manual{,
title = {sglssnal: Sparse-Group Lasso via Semismooth Newton
Augmented Lagrangian},
author = {Robin Liu},
year = {2026},
note = {R package version 0.1.0},
url = {https://github.com/roobnloo/sglssnal},
}
@Article{,
title = {An efficient Hessian based algorithm for solving
large-scale sparse group Lasso problems},
author = {Yangjing Zhang and Ning Zhang and Defeng Sun and
Kim-Chuan Toh},
journal = {Mathematical Programming},
year = {2020},
volume = {179},
pages = {223--263},
doi = {10.1007/s10107-018-1329-6},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.