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 ...

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of ℓ₁-regularized regression (Lasso) for this problem, ...