A gradient method for the monotone fused least absolute shrinkage and selection operator

We propose the monotone fused least absolute shrinkage and selection operator (LASSO) model and develop a continuous algorithm for it. The LASSO model is a special case of the fused LASSO model. The LASSO technique improves prediction accuracy and reduces the number of predictors, while the fused LASSO procedure also encourages flatness of the regression predictors. The monotone fused LASSO model describes regression with monotonic constraints …