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

DOI10.1007/S11590-011-0292-4MaRDI QIDQ691483zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Convex programming (90C25)

Recommendations

• A row relaxation method for large \(l_ 1\) problems
• A linearly convergent algorithm without prior knowledge of operator norms for solving \(\ell_1 - \ell_2\) minimization
• Properties and iterative methods for the lasso and its variants
• Algorithmic study of \(l_{2,1}\)-norm minimization problems
• Alternating direction algorithms for \(\ell_1\)-problems in compressive sensing

Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 3606256 (Why is no real title available?)
• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
• A coordinate gradient descent method for nonsmooth separable minimization
• A parallel relaxation method for quadratic programming problems with interval constraints
• An iterative row-action method for interval convex programming
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Convex Analysis
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
• On the convergence of iterative methods for symmetric linear complementarity problems
• Row-Action Methods for Huge and Sparse Systems and Their Applications
• Solution of symmetric linear complementarity problems by iterative methods

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

This page was built for publication: SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q691483)