Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
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Publication:2052389
Abstract: We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a wide range of applications. We design a general algorithmic framework of iteratively reweighted algorithms for solving the proposed nonconvex and nonsmooth sparse optimization problems, which solves a sequence of weighted convex regularization problems with adaptively updated weights. First-order optimality condition is derived and global convergence results are provided under loose assumptions, making our theoretical results a practical tool for analyzing a family of various reweighted algorithms. The effectiveness and efficiency of our proposed formulation and the algorithms are demonstrated in numerical experiments on various sparse optimization problems.
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- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- 10.1162/153244303322753751
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Cited in
(8)- Joint sparse optimization: lower-order regularization method and application in cell fate conversion
- Adaptive regularization minimization algorithms with nonsmooth norms
- On choosing initial values of iteratively reweighted \(\ell_1\) algorithms for the piece-wise exponential penalty
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- Convergence rate analysis of proximal iteratively reweighted \(\ell_1\) methods for \(\ell_p\) regularization problems
- On iteratively reweighted algorithms for nonsmooth nonconvex optimization in computer vision
- Iteratively Linearized Reweighted Alternating Direction Method of Multipliers for a Class of Nonconvex Problems
- A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
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