Stetsyuk, PetroKhomiak, Olha2025-07-102024STETSYUK, Petro and Olha KHOMIAK. Using the Ellipsoid Method to Find Parameters of Lasso and Ridge Regressions. In: International Conference dedicated to the 60th anniversary of the foundation of Vladimir Andrunachievici Institute of Mathematics and Computer Science, MSU, October 10-13 2024. Chisinau: [S. n.], 2024, pp. 472-475. ISBN 978-9975-68-515-3.978-9975-68-515-3https://msuir.usm.md/handle/123456789/18294We consider the optimization problem for finding the parameters of a linear regression according to the criterion of the least moduli powered to p (1 ≤ p ≤ 2) with the regularization of parameters according to the criterion of the least moduli powered to q (1 ≤ q ≤ 2). Its partial cases are lasso regression and ridge regression, as well as least squares method and the least moduli method. An algorithm for solving the problem is developed based on the well-known ellipsoid method.enLasso regressionridge regressionlinear regres- sionleast moduli criterionconvex functionellipsoid methodArticle