A dual active set method for 1-regularized problem

DOI10.3934/JIMO.2023022MaRDI QIDQ6102865zbMATH OpenOpenAlexFDO

Authors Yuya Hikima, Nobuo Yamashita

Publication date 23 June 2023

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2023022

zbMATH Keywords

\(\ell1\)-regularized problemactive set methodbasis pursuit denoisingcompressed sensing

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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Cites work

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• Compressed sensing
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• scientific article; zbMATH DE number 6253916 (Why is no real title available?)
• Least angle regression. (With discussion)
• Level-set methods for convex optimization
• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
• NESTA: A fast and accurate first-order method for sparse recovery
• Probing the Pareto frontier for basis pursuit solutions
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Stable signal recovery from incomplete and inaccurate measurements

Cited in

(3)

• A unified primal dual active set algorithm for nonconvex sparse recovery
• A sparse proximal implementation of the LP dual active set algorithm
• A fast active set block coordinate descent algorithm for _1-regularized least squares

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