A Barzilai-Borwein-like iterative half thresholding algorithm for the \(L_{1/2}\) regularized problem

DOI10.1007/s10915-015-0094-4zbMath1343.65039OpenAlexW1925015788MaRDI QIDQ292553

F. Blanchet-Sadri, M. Dambrine

Publication date: 8 June 2016

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-015-0094-4

zbMATH Keywords

complexityconvergence\(L_{1/2}\) regularized problemBarzilai-Borwein steplengthiterative half thresholding algorithmprox-linear algorithmssparse optimization

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Complexity and performance of numerical algorithms (65Y20)

Related Items

Minimization of $L_1$ Over $L_2$ for Sparse Signal Recovery with Convergence Guarantee, Fast L1-L2 minimization via a proximal operator, A residual-based algorithm for solving a class of structured nonsmooth optimization problems

Cites Work

• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A new analysis on the Barzilai-Borwein gradient method
• Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
• A constrained optimization reformulation and a feasible descent direction method for \(L_{1/2}\) regularization
• Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
• Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
• An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems
• Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
• Fixed-Point Continuation Applied to Compressed Sensing: Implementation and Numerical Experiments
• Gradient-Based Methods for Sparse Recovery
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
• Two-Point Step Size Gradient Methods
• Sparse Reconstruction by Separable Approximation
• <formula formulatype="inline"><tex Notation="TeX">$L_{1/2}$</tex> </formula> Regularization: Convergence of Iterative Half Thresholding Algorithm
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• A Nonmonotone Line Search Technique for Newton’s Method
• Signal Recovery by Proximal Forward-Backward Splitting