SOR- and Jacobi-type iterative methods for solving _1 - _2 problems by way of Fenchel duality

DOI10.1007/S11590-011-0292-4zbMATH Open1257.90072OpenAlexW2140201969MaRDI QIDQ691483FDOQ691483

Authors: Masao Fukushima 

Publication date: 30 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-011-0292-4

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zbMATH Keywords

Jacobi methodSOR method\(\ell_1 -\ell_2\) problemFenchel dual

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

• Convergence of a block coordinate descent method for nondifferentiable minimization
• Convex Analysis
• A coordinate gradient descent method for nonsmooth separable minimization
• Row-Action Methods for Huge and Sparse Systems and Their Applications
• An iterative row-action method for interval convex programming
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• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• Solution of symmetric linear complementarity problems by iterative methods
• On the convergence of iterative methods for symmetric linear complementarity problems
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
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• A parallel relaxation method for quadratic programming problems with interval constraints
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS

Cited In (2)

• Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
• A new spectral method for \(l_1\)-regularized minimization

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