An alternating direction method for finding Dantzig selectors
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Publication:1927184
DOI10.1016/j.csda.2012.04.019zbMath1255.62096arXiv1011.4604OpenAlexW2143655919WikidataQ57511229 ScholiaQ57511229MaRDI QIDQ1927184
Zhaosong Lu, Ting Kei Pong, Yong Zhang
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.4604
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Further properties of the forward-backward envelope with applications to difference-of-convex programming, An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data, The regularization continuation method with an adaptive time step control for linearly constrained optimization problems, Finding Dantzig selectors with a proximity operator based fixed-point algorithm, A primal Douglas-Rachford splitting method for the constrained minimization problem in compressive sensing, A fast splitting method tailored for Dantzig selector, The matrix splitting based proximal fixed-point algorithms for quadratically constrained \(\ell_{1}\) minimization and Dantzig selector, Peaceman-Rachford splitting for a class of nonconvex optimization problems, The regularization continuation method for optimization problems with nonlinear equality constraints, Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework, A partially proximal linearized alternating minimization method for finding Dantzig selectors, Comparison of several fast algorithms for projection onto an ellipsoid, An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions, The Dantzig selector: recovery of signal via ℓ 1 − αℓ 2 minimization, Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector
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