@article {KarimiVavasis, title = {IMRO: A Proximal Quasi-Newton Method for Solving $\ell_1$-Regularized Least Squares Problems}, journal = {SIAM J. Optimiz}, volume = {27}, year = {2017}, note = {Arxiv link: }, pages = {583-615}, author = {S. Karimi and S. Vavasis} }