Projected shrinkage algorithm for box-constrained _1-minimization
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Projected shrinkage algorithm for box-constrained \(\ell 1\)-minimization
Abstract: Box-constrained L1-minimization can perform remarkably better than classical L1-minimization when correction box constraints are available. And also many practical L1-minimization models indeed involve box constraints because they take certain values from some interval. In this paper, we propose an efficient iteration scheme, namely projected shrinkage (ProShrink) algorithm, to solve a class of box-constrained L1-minimization problems. A key contribution in our technique is that a complicated proximal point operator appeared in the deduction can be equivalently simplified into a projected shrinkage operator. Theoretically, we prove that ProShrink enjoys a convergence of both the primal and dual point sequences. On the numerical level, we demonstrate the benefit of adding box constraints via sparse recovery experiments.
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Cited in
(5)- An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
- New analysis of linear convergence of gradient-type methods via unifying error bound conditions
- A box constrained gradient projection algorithm for compressed sensing
- An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints
- A nonmonotone proximal point algorithm for nonconvex regularized optimization with box constraints
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