A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems

DOI10.1016/j.cam.2021.113641zbMath1466.65030OpenAlexW3160107354MaRDI QIDQ2033078

Ning Zhang

Publication date: 14 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113641

zbMATH Keywords

Tikhonov regularizationsemismooth Newton methoddual based methodR-superlinear convergence

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Related Items

Monotonic relation-constrained Takagi-Sugeno-Kang fuzzy system

Uses Software

• LIBSVM
• glmnet

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Modulus-based iterative methods for constrained Tikhonov regularization
• Semismooth Newton methods with domain decomposition for American options
• An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
• A nonsmooth version of Newton's method
• Nonnegative elastic net and application in index tracking
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• A semismooth Newton method for Tikhonov functionals with sparsity constraints
• Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems
• A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Global convergence of damped semismooth Newton methods for ℓ ₁ Tikhonov regularization
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
• Regularization and Variable Selection Via the Elastic Net
• Proximité et dualité dans un espace hilbertien
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Solving variational inequality problems via smoothing-nonsmooth reformulations