A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
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Publication:2848186
DOI10.1137/120869997zbMath1280.65057arXiv1203.3002OpenAlexW2161227280MaRDI QIDQ2848186
Publication date: 25 September 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3002
complexityregularizationnumerical examplesleast squares problemhomotopy continuation methodsparse optimizationproximal gradient method
Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20)
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