An augmented Lagrangian proximal alternating method for sparse discrete optimization problems

augmented Lagrangian method proximal alternating linearized minimization method discrete constrained optimization sparse projection \(l_0\) minimization

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

Variational Analysis
An augmented Lagrangian approach for sparse principal component analysis
Title not available (Why is that?)
From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
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Algorithm for cardinality-constrained quadratic optimization
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An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming
Exact augmented Lagrangian duality for mixed integer linear programming
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Robust investment strategies with discrete asset choice constraints using DC programming
A penalty PALM method for sparse portfolio selection problems
Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables

Cited In (5)

Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
An accelerated proximal augmented Lagrangian method and its application in compressive sensing
A proximal augmented method for semidefinite programming problems
A sparse proximal implementation of the LP dual active set algorithm
On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization

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