Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
From MaRDI portal
Publication:2052389
DOI10.1007/s10898-021-01093-0zbMath1481.90267arXiv1810.10167OpenAlexW3202023649MaRDI QIDQ2052389
Fan Zhang, Yuanming Shi, Hao Wang, Yao-Hua Hu
Publication date: 26 November 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.10167
Related Items (2)
Doubly iteratively reweighted algorithm for constrained compressed sensing models ⋮ Convergence rate analysis of proximal iteratively reweighted \(\ell_1\) methods for \(\ell_p\) regularization problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
- Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- On Fréchet subdifferentials
- \(\ell _p\) regularized low-rank approximation via iterative reweighted singular value minimization
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems
- Portfolio optimization with linear and fixed transaction costs
- On the cones of tangents with applications to mathematical programming
- Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
- Optimization with Sparsity-Inducing Penalties
- Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets
- An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems
- Convex Image Denoising via Non-Convex Regularization
- Optimality conditions for the constrainedLp-regularization
- Iteratively reweighted least squares minimization for sparse recovery
- Robust regression using iteratively reweighted least-squares
- Variational Analysis
- Feature Selection via Mathematical Programming
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Compressive Sensing Reconstruction With Prior Information by Iteratively Reweighted Least-Squares
- Sparse Recovery of Nonnegative Signals With Minimal Expansion
- Decentralized Jointly Sparse Optimization by Reweighted $\ell_{q}$ Minimization
- Convergence and Stability of Iteratively Re-weighted Least Squares Algorithms
- Iterative Concave Rank Approximation for Recovering Low-Rank Matrices
- Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization
- 10.1162/153244303322753751
- On Iteratively Reweighted Algorithms for Nonsmooth Nonconvex Optimization in Computer Vision
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity
- Group sparse optimization via $\ell_{p,q}$ regularization
This page was built for publication: Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
