The homotopy method revisited: Computing solution paths of $\ell _1$-regularized problems

DOI10.1090/mcom/3287zbMath1391.49072arXiv1605.00071OpenAlexW2963536079MaRDI QIDQ4640325

Daniel Cremers, Michael Moeller, Felix Krahmer, Bjoern Bringmann

Publication date: 17 May 2018

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00071

zbMATH Keywords

convex optimizationhomotopynonnegative least squaresLassocompressed sensing\(\ell_1\)-regularization\(\ell_1\)-norm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25) Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inverse problems in optimal control (49N45)

Related Items (3)

Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations ⋮ Solution paths of variational regularization methods for inverse problems ⋮ An Algorithm Solving Compressive Sensing Problem Based on Maximal Monotone Operators

Uses Software

• L1Packv2
• SparseLab

Cites Work

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