An active-set proximal-Newton algorithm for _1 regularized optimization problems with box constraints
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Publication:2219645
DOI10.1007/S10915-020-01364-0zbMATH Open1458.90590OpenAlexW3098220721MaRDI QIDQ2219645FDOQ2219645
Authors: Chungen Shen, Wenjuan Xue, Lei-Hong Zhang, Baiyun Wang
Publication date: 20 January 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-020-01364-0
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Cited In (13)
- An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations
- A truncated Newton algorithm for nonconvex sparse recovery
- An active-set algorithmic framework for non-convex optimization problems over the simplex
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- An active-set projected trust region algorithm for box constrained optimization problems
- An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
- Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
- ``Active-set complexity of proximal gradient: how long does it take to find the sparsity pattern?
- An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints
- An active set Newton-CG method for \(\ell_1\) optimization
- An algorithm for quadratic \(\ell_1\)-regularized optimization with a flexible active-set strategy
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- An active set method for general linear problem subject to box constraints
Uses Software
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