GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression

DOI10.1016/j.cam.2017.01.010zbMath1361.65041OpenAlexW2963737870MaRDI QIDQ515771

Jinshan Zeng, Zhimin Peng, Shao-Bo Lin

Publication date: 16 March 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.01.010

zbMATH Keywords

global convergencenumerical experimentssignal processingmachine learningiterative thresholding algorithmJacobi\(\ell_q\) regularized least squaresGauss-Seidel

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers, Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property, Global convergence of ADMM in nonconvex nonsmooth optimization

Uses Software

• GradSamp
• sparsenet
• GAITA

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