Second-order orthant-based methods with enriched Hessian information for sparse \(\ell _1\)-optimization

DOI10.1007/s10589-017-9891-zzbMath1368.90183arXiv1407.1096OpenAlexW1489723501MaRDI QIDQ2013139

Pedro Merino, E. Loayza, Juan Carlos De Los Reyes

Publication date: 3 August 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1096

zbMATH Keywords

semismooth Newton methodssparse optimizationorthantwise directionssecond-order algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions for problems involving partial differential equations (49K20) Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items

An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems, A difference-of-convex functions approach for sparse PDE optimal control problems with nonconvex costs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A second-order method for strongly convex \(\ell _1\)-regularization problems
• A family of second-order methods for convex \(\ell _1\)-regularized optimization
• Gradient methods for minimizing composite functions
• Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
• Sample size selection in optimization methods for machine learning
• Elliptic optimal control problems with \(L^1\)-control cost and applications for the placement of control devices
• Sparse optimal control of the Schlögl and Fitzhugh-Nagumo systems
• A Fast Active Set Block Coordinate Descent Algorithm for $\ell_1$-Regularized Least Squares
• Accelerated Block-coordinate Relaxation for Regularized Optimization
• Numerical PDE-Constrained Optimization
• Discriminative Reranking for Natural Language Parsing
• An algorithm for quadratic ℓ₁-regularized optimization with a flexible active-set strategy
• Krylov Subspace Methods for Solving Large Unsymmetric Linear Systems
• Finite-Dimensional Variational Inequalities and Complementarity Problems