Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence (Q2125304)

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English	Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence	scientific article

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scholarly article

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title

Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence (English)

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Journal of the Franklin Institute

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publication date

14 April 2022

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zbMATH Keywords

sum-of-absolute-values minimization

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alternating direction method of multipliers

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jfranklin.2022.01.014

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cites work

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Discrete-Valued Control of Linear Time-Invariant Systems by Sum-of-Absolute-Values Optimization

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Quadratic Model Predictive Control Including Input Cardinality Constraints

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Mixed $\ell_2$ and $\ell_1$-norm regularization for adaptive detrending with ARMA modeling

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Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods

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Block-sparsity regularized maximum correntropy criterion for structured-sparse system identification

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Sparse adaptive channel estimation based on mixed controlled $l_2$ and $l_p$-norm error criterion

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An $\ell_1$-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Solving Basis Pursuit

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On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method

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Local R-linear convergence of ADMM-based algorithm for $\ell_1$-norm minimization with linear and box constraints

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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Q3102800

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Q2934047

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Linear convergence of first order methods for non-strongly convex optimization

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From error bounds to the complexity of first-order descent methods for convex functions

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Linearly convergent away-step conditional gradient for non-strongly convex functions

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On the linear convergence of the alternating direction method of multipliers

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Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach

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Q4841246

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Iterative Methods for Linear Systems

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Identifiers

DOI

10.1016/j.jfranklin.2022.01.014

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2125304