A variational approach to sparsity optimization based on Lagrange multiplier theory

DOI10.1088/0266-5611/30/1/015001zbMATH Open1292.65070OpenAlexW1968472621WikidataQ57424303 ScholiaQ57424303MaRDI QIDQ5406743FDOQ5406743

Authors: Kazufumi Ito, Karl Kunisch 

Publication date: 2 April 2014

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: http://unipub.uni-graz.at/doi/doi:10.1088/0266-5611/30/1/015001

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Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions for problems in abstract spaces (49K27)

Cited In (21)

• Newton method for \(\ell_0\)-regularized optimization
• Nonsmooth optimization method and sparsity
• On monotone and primal-dual active set schemes for \(\ell^p\)-type problems, \(p \in (0,1]\)
• A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
• Sparse optimization problems in fractional order Sobolev spaces
• \(\alpha \ell_1 - \beta \ell_2\) sparsity regularization for nonlinear ill-posed problems
• Infinite horizon sparse optimal control
• A customized inertial proximal alternating minimization for SVD-free robust principal component analysis
• Subspace Newton method for sparse group \(\ell_0\) optimization problem
• Switching Controls for Analytic Semigroups and Applications to Parabolic Systems
• Conjugate gradient acceleration of iteratively re-weighted least squares methods
• A unified primal dual active set algorithm for nonconvex sparse recovery
• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics
• A bilinear formulation for vector sparsity optimization
• Tikhonov regularization with \({\ell^{0}}\)-term complementing a convex penalty: \({\ell^{1}}\)-convergence under sparsity constraints
• Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case
• Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation
• Minimization of non-smooth, non-convex functionals by iterative thresholding
• A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals
• Sparse and switching infinite horizon optimal controls with mixed-norm penalizations
• $ \newcommand{\e}{{\rm e}} {\alpha\ell_{1}-\beta\ell_{2}}$ regularization for sparse recovery

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