Gradient projection Newton pursuit for sparsity constrained optimization

DOI10.1016/J.ACHA.2022.06.002zbMATH Open1501.65023OpenAlexW4280614027MaRDI QIDQ2168680FDOQ2168680

Authors Sheng-Long Zhou 

Publication date 26 August 2022

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.04580

zbMATH Keywords

sparsity constrained optimizationglobal and quadratic convergencegradient projection Newton pursuit

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

Abstract: Hard-thresholding-based algorithms have seen various advantages for sparse optimization in controlling the sparsity and allowing for fast computation. Recent research shows that when techniques of the Newton-type methods are integrated, their numerical performance can be improved surprisingly. This paper develops a gradient projection Newton pursuit algorithm that mainly adopts the hard-thresholding operator and employs the Newton pursuit only when certain conditions are satisfied. The proposed algorithm is capable of converging globally and quadratically under the standard assumptions. When it comes to compressive sensing problems, the imposed assumptions are much weaker than those for many state-of-the-art algorithms. Moreover, extensive numerical experiments have demonstrated its high performance in comparison with the other leading solvers.

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Cited In (8)

• Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications
• Scaled proximal gradient methods for sparse optimization problems
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• Iterative projection gradient hard thresholding pursuit algorithm for sparse optimization
• Partial gradient optimal thresholding algorithms for a class of sparse optimization problems
• A greedy Newton-type method for multiple sparse constraint problem
• Projected Nesterov's Proximal-Gradient Algorithm for Sparse Signal Recovery

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