A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
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Publication:2848186
DOI10.1137/120869997zbMath1280.65057arXiv1203.3002MaRDI 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
complexity; regularization; numerical examples; least squares problem; homotopy continuation method; sparse optimization; proximal gradient method
65K05: Numerical mathematical programming methods
90C25: Convex programming
65Y20: Complexity and performance of numerical algorithms
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