A bisection method for computing the proximal operator of the _p-norm for any 0 < p < 1 with application to Schatten p-norms

DOI10.1016/J.CAM.2024.115897MaRDI QIDQ6567316zbMATH OpenFDO

Authors Yulan Liu, Rongrong Lin

Publication date 4 July 2024

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.115897

zbMATH Keywords

\(\ell_p\)-normbisection methodproximal operatorSchatten \(p\)-norm

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cites work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A General-Thresholding Solution for l_p(0 <; p <; 1) Regularized CT Reconstruction
• A Singular Value Thresholding Algorithm for Matrix Completion
• CRC standard mathematical tables and formulas
• High-Dimensional Data Analysis with Low-Dimensional Models
• scientific article; zbMATH DE number 823379 (Why is no real title available?)
• Improved iteratively reweighted least squares for unconstrained smoothed _q minimization
• Iterative thresholding for sparse approximations
• On optimal solutions of the constrained \({\ell}_{0}\) regularization and its penalty problem
• Recovery of sparsest signals via \(\ell^q \)-minimization
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Sparse and redundant representations. From theory to applications in signal and image processing.
• Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• On choosing initial values of iteratively reweighted \(\ell_1\) algorithms for the piece-wise exponential penalty
• Computing the proximal operator of the \(q\)-th power of the \(\ell_{1,q} \)-norm for group sparsity

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