Weighted thresholding homotopy method for sparsity constrained optimization

DOI10.1007/s10878-020-00563-7zbMath1502.90113OpenAlexW3016033283MaRDI QIDQ2082209

Huating Huang, Lanfan Jiang, Jian-Li Chen, Wen-Xing Zhu

Publication date: 4 October 2022

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-020-00563-7

zbMATH Keywords

Lagrangian methodmixed integer programminghomotopy techniquesparsity-constrained optimizationweighted thresholding

Mathematics Subject Classification ID

Mixed integer programming (90C11)

Uses Software

• glmnet
• CoSaMP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• On constrained and regularized high-dimensional regression
• Iterative hard thresholding methods for \(l_0\) regularized convex cone programming
• Iterative thresholding for sparse approximations
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
• A new piecewise quadratic approximation approach for \(L_0\) norm minimization problem
• Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
• Sparse Modeling for Image and Vision Processing
• On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms
• A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
• Decoding by Linear Programming
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Sparse and Redundant Representations
• Fast Solution of $\ell _{1}$-Norm Minimization Problems When the Solution May Be Sparse
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Linear Convergence of Stochastic Iterative Greedy Algorithms With Sparse Constraints
• Sparse Optimization Theory and Methods
• Sparse Signal Reconstruction via ECME Hard Thresholding
• Homotopy Based Algorithms for $\ell _{\scriptscriptstyle 0}$-Regularized Least-Squares
• Matching pursuits with time-frequency dictionaries
• Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
• Greedy Sparsity-Constrained Optimization
• Sparse Approximation via Penalty Decomposition Methods
• A general theory of concave regularization for high-dimensional sparse estimation problems

This page was built for publication: Weighted thresholding homotopy method for sparsity constrained optimization