A variational approach to sparsity optimization based on Lagrange multiplier theory
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Cited in
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- A unified primal dual active set algorithm for nonconvex sparse recovery
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- Minimization of non-smooth, non-convex functionals by iterative thresholding
- Infinite horizon sparse optimal control
- A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals
- Newton method for \(\ell_0\)-regularized optimization
- Nonsmooth optimization method and sparsity
- Conjugate gradient acceleration of iteratively re-weighted least squares methods
- Sparse solutions in optimal control of PDEs with uncertain parameters: the linear case
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- \(\alpha\ell_1-\beta\ell_2\) regularization for sparse recovery
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- Sparse optimization problems in fractional order Sobolev spaces
- _1 - _2 sparsity regularization for nonlinear ill-posed problems
- A customized inertial proximal alternating minimization for SVD-free robust principal component analysis
- Subspace Newton method for sparse group \(\ell_0\) optimization problem
- Capacitary measures in fractional order Sobolev spaces: compactness and applications to minimization problems
- Newton method for the composite row sparsity regularized optimization
- A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
- A bilinear formulation for vector sparsity optimization
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