Sparse Approximation via Penalty Decomposition Methods
From MaRDI portal
Publication:5408227
DOI10.1137/100808071zbMath1295.90056arXiv1205.2334OpenAlexW2963579802MaRDI QIDQ5408227
Publication date: 9 April 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2334
block coordinate descent methodpenalty decomposition methodssparse approximation problems\(\ell_0\) minimization problemscompressed sensing problemsparse inverse covariance selection problemsparse logistic regression problem
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
Related Items (71)
Optimality conditions for sparse nonlinear programming ⋮ Alternating DC algorithm for partial DC programming problems ⋮ Sparsity constrained optimization problems via disjunctive programming ⋮ Iteratively weighted thresholding homotopy method for the sparse solution of underdetermined linear equations ⋮ Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems ⋮ Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems ⋮ Global optimization for sparse solution of least squares problems ⋮ A penalty decomposition approach for multi-objective cardinality-constrained optimization problems ⋮ An inexact proximal DC algorithm with sieving strategy for rank constrained least squares semidefinite programming ⋮ The non-convex sparse problem with nonnegative constraint for signal reconstruction ⋮ Proximal algorithm for minimization problems in \(l_0\)-regularization for nonlinear inverse problems ⋮ Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation ⋮ Newton method for \(\ell_0\)-regularized optimization ⋮ Generalized sparse recovery model and its neural dynamical optimization method for compressed sensing ⋮ Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming ⋮ A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem ⋮ Dynamic string‐averaging CQ‐methods for the split feasibility problem with percentage violation constraints arising in radiation therapy treatment planning ⋮ A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection ⋮ Solution sets of three sparse optimization problems for multivariate regression ⋮ Adaptive projected gradient thresholding methods for constrained \(l_0\) problems ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints ⋮ A unifying framework for sparsity-constrained optimization ⋮ Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem ⋮ Unnamed Item ⋮ Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization ⋮ A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems ⋮ Inexact penalty decomposition methods for optimization problems with geometric constraints ⋮ A Subgradient-Based Approach for Finding the Maximum Feasible Subsystem with Respect to a Set ⋮ A difference-of-convex approach for split feasibility with applications to matrix factorizations and outlier detection ⋮ Proximal Mapping for Symmetric Penalty and Sparsity ⋮ Iterative hard thresholding methods for \(l_0\) regularized convex cone programming ⋮ Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming ⋮ $ \newcommand{\e}{{\rm e}} \ell_{0}$ -minimization methods for image restoration problems based on wavelet frames ⋮ A parameterized Douglas-Rachford splitting algorithm for nonconvex optimization ⋮ Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing ⋮ A quadratic penalty method for hypergraph matching ⋮ Optimality conditions for locally Lipschitz optimization with \(l_0\)-regularization ⋮ Lagrangian duality and saddle points for sparse linear programming ⋮ Efficient regularized regression with \(L_0\) penalty for variable selection and network construction ⋮ Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems ⋮ Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization ⋮ Cardinality-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms ⋮ Efficient Convex Optimization for Non-convex Non-smooth Image Restoration ⋮ A penalty decomposition method for rank minimization problem with affine constraints ⋮ Convergent inexact penalty decomposition methods for cardinality-constrained problems ⋮ An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets ⋮ The proximal alternating iterative hard thresholding method for \(l_0\) minimization, with complexity \(\mathcal{O}(1/\sqrt{k})\) ⋮ A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem ⋮ On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms ⋮ Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case ⋮ An effective procedure for feature subset selection in logistic regression based on information criteria ⋮ Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach ⋮ An augmented Lagrangian proximal alternating method for sparse discrete optimization problems ⋮ An efficient optimization approach for a cardinality-constrained index tracking problem ⋮ Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms ⋮ Selection and Fusion of Categorical Predictors with L0-Type Penalties ⋮ Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization ⋮ An active set Barzilar-Borwein algorithm for \(l_0\) regularized optimization ⋮ Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem ⋮ Nonsmooth sparsity constrained optimization problems: optimality conditions ⋮ Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables ⋮ On the Solution of ℓ0-Constrained Sparse Inverse Covariance Estimation Problems ⋮ Weighted thresholding homotopy method for sparsity constrained optimization ⋮ A Lagrange-Newton algorithm for sparse nonlinear programming ⋮ Minimization of $\ell_{1-2}$ for Compressed Sensing ⋮ Alternating direction method of multipliers for solving dictionary learning models ⋮ A penalty PALM method for sparse portfolio selection problems ⋮ On nondegenerate M-stationary points for sparsity constrained nonlinear optimization ⋮ On solutions of sparsity constrained optimization ⋮ The first-order necessary conditions for sparsity constrained optimization
Uses Software
This page was built for publication: Sparse Approximation via Penalty Decomposition Methods
