Nonconvex flexible sparsity regularization: theory and monotone numerical schemes
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Publication:5077167
Abstract: Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and numerical perspectives. Namely, we show convergence of the regularization method and establish convergence properties of a couple of majorization approaches for the associated nonconvex problems. We also test a monotone algorithm for an academic example where the operator is an matrix, and on a time-dependent optimal control problem, pointing out the advantages of employing variable penalties over a fixed penalty.
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Cited in
(5)- Nomonotone spectral gradient method for sparse recovery
- Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
- Modular-proximal gradient algorithms in variable exponent Lebesgue spaces
- Inducing sparsity via the horseshoe prior in imaging problems
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