A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem

From MaRDI portal
Publication:2848186

DOI10.1137/120869997zbMath1280.65057arXiv1203.3002OpenAlexW2161227280MaRDI QIDQ2848186

Lin Xiao, Tong Zhang

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




Related Items (23)

Iteratively weighted thresholding homotopy method for the sparse solution of underdetermined linear equationsA data-driven line search rule for support recovery in high-dimensional data analysisA unified approach to error bounds for structured convex optimization problemsFast and Reliable Parameter Estimation from Nonlinear ObservationsA primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problemRandomized Block Proximal Damped Newton Method for Composite Self-Concordant MinimizationAccelerate the warm-up stage in the Lasso computation via a homotopic approachA simple homotopy proximal mapping algorithm for compressive sensingOptimal computational and statistical rates of convergence for sparse nonconvex learning problemsA fast homotopy algorithm for gridless sparse recoveryDecomposable norm minimization with proximal-gradient homotopy algorithmUnnamed ItemLinear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problemsOn Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with ApplicationsNew analysis of linear convergence of gradient-type methods via unifying error bound conditionsGeneralized Conjugate Gradient Methods for 1 Regularized Convex Quadratic Programming with Finite ConvergenceVariational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problemsUnnamed ItemWeighted thresholding homotopy method for sparsity constrained optimizationHigh-dimensional model recovery from random sketched data by exploring intrinsic sparsityNonregular and minimax estimation of individualized thresholds in high dimension with binary responsesAn adaptive accelerated proximal gradient method and its homotopy continuation for sparse optimizationPerturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis


Uses Software



This page was built for publication: A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem