A geometric proximal gradient method for sparse least squares regression with probabilistic simplex constraint

DOI10.1007/s10915-022-01873-0zbMath1492.65165arXiv2107.00809OpenAlexW3178578982MaRDI QIDQ2149159

Guiyun Xiao, Zheng-Jian Bai

Publication date: 28 June 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.00809

zbMATH Keywords

\(\ell_1\)-regularizationgeometric proximal gradient methodprobabilistic simplex constraintsparse least squares regression

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Related Items

Scaled proximal gradient methods for sparse optimization problems

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