Sparse Approximation via Penalty Decomposition Methods
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Publication:5408227
DOI10.1137/100808071zbMath1295.90056arXiv1205.2334OpenAlexW2963579802MaRDI QIDQ5408227
Publication date: 9 April 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2334
block coordinate descent methodpenalty decomposition methodssparse approximation problems\(\ell_0\) minimization problemscompressed sensing problemsparse inverse covariance selection problemsparse logistic regression problem
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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