Second-order orthant-based methods with enriched Hessian information for sparse \(\ell _1\)-optimization

DOI10.1007/S10589-017-9891-ZzbMath1368.90183arXiv1407.1096OpenAlexW1489723501MaRDI QIDQ2013139

Pedro Merino, E. Loayza, Juan Carlos De Los Reyes

Publication date: 3 August 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1096

zbMATH Keywords

semismooth Newton methodssparse optimizationorthantwise directionssecond-order algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions for problems involving partial differential equations (49K20) Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (2)

An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems ⋮ A difference-of-convex functions approach for sparse PDE optimal control problems with nonconvex costs

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