A filtered bucket-clustering method for projection onto the simplex and the \(\ell_1\) ball

DOI10.1007/s10107-019-01401-3zbMath1455.90129OpenAlexW2735421790MaRDI QIDQ2191778

Guillaume Perez, Lionel Fillatre, Jean-Charles Régin, Michel Barlaud

Publication date: 26 June 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-019-01401-3

zbMATH Keywords

bucket algorithm, filtering, worst-case complexity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Convex programming (90C25)

Related Items (1)

Efficient projection algorithms onto the weighted \(\ell_1\) ball

Uses Software

• SPGL1

Cites Work

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• Decoding by Linear Programming
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• Validation of subgradient optimization
• Sparse Approximate Solutions to Linear Systems
• De-noising by soft-thresholding
• Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ ¹ minimization

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