Complexity and applications of the homotopy principle for uniformly constrained sparse minimization

DOI10.1007/S00245-019-09565-2zbMATH Open1468.65070OpenAlexW2938146253WikidataQ128051230 ScholiaQ128051230MaRDI QIDQ2019907FDOQ2019907

Christoph Brauer, Dirk A. Lorenz

Publication date: 22 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-019-09565-2

zbMATH Keywords

convex optimizationcross-validationbinary classificationnonsmooth optimizationhomotopy methodsprimal-dual methods

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites Work

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• A new approach to variable selection in least squares problems
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Compressed sensing
• A mathematical introduction to compressive sensing
• Sparse Approximate Solutions to Linear Systems
• On L1 and Chebyshev estimation
• Solving Basis Pursuit
• Über diskrete und lineare Tschebyscheff-Approximationen
• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints

Cited In (1)

• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints

Uses Software

• UCI-ml
• PDCO

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