The Journal of the Operational Research Society, Vol. 53, No. 10, Special Issue: Applications and Developments in Mathematical Programming (Oct., 2002), pp. 1109-1117 (9 pages) In the min-max loop ...

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 ...