A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem

DOI10.1016/j.acha.2014.10.001zbMath1329.49042arXiv1310.1147OpenAlexW2013916391MaRDI QIDQ890462

Xiliang Lu, Bangti Jin, Yu Ling Jiao

Publication date: 10 November 2015

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1147

zbMATH Keywords

global convergencecontinuation strategycoordinatewise minimizerprimal dual active set algorithm

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods based on necessary conditions (49M05) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Related Items

Iteratively weighted thresholding homotopy method for the sparse solution of underdetermined linear equations, An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data, Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares, L₀-Regularized Learning for High-Dimensional Additive Hazards Regression, Variable selection via generalized SELO-penalized linear regression models, A data-driven line search rule for support recovery in high-dimensional data analysis, The springback penalty for robust signal recovery, Newton method for \(\ell_0\)-regularized optimization, Imaging Anisotropic Conductivities from Current Densities, Solution sets of three sparse optimization problems for multivariate regression, A communication-efficient method for ℓ₀ regularization linear regression models, Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm, L ₀ -regularization for high-dimensional regression with corrupted data, Solving Elliptic Problems with Singular Sources Using Singularity Splitting Deep Ritz Method, A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression, Numerical solution of time-dependent component with sparse structure of source term for a time fractional diffusion equation, Tikhonov Regularisation Method for Simultaneous Inversion of the Source Term and Initial Data in a Time-Fractional Diffusion Equation, On monotone and primal-dual active set schemes for \(\ell^p\)-type problems, \(p \in (0,1\)], Variable selection via generalized SELO-penalized Cox regression models, Convergence of iterative hard-thresholding algorithm with continuation, Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm, An FE-inexact heterogeneous ADMM for elliptic optimal control problems with \(L^1\)-control cost, Unnamed Item, On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics, A unified primal dual active set algorithm for nonconvex sparse recovery, An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions, A ``nonconvex+nonconvex approach for image restoration with impulse noise removal, An active set Barzilar-Borwein algorithm for \(l_0\) regularized optimization, Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem, Weighted thresholding homotopy method for sparsity constrained optimization, High-dimensional linear regression with hard thresholding regularization: theory and algorithm, An alternating direction method with continuation for nonconvex low rank minimization

Uses Software

• PDCO
• UNLocBoX
• CoSaMP

Cites Work

• Unnamed Item
• Iterative hard thresholding for compressed sensing
• Iterative thresholding for sparse approximations
• CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
• Uniform uncertainty principle and signal recovery via regularized orthogonal matching pursuit
• Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
• From simulated annealing to stochastic continuation: a new trend in combinatorial optimization
• A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
• Description of the Minimizers of Least Squares Regularized with $\ell_0$-norm. Uniqueness of the Global Minimizer
• Proximal Splitting Methods in Signal Processing
• Optimization with Sparsity-Inducing Penalties
• Optimization by Stochastic Continuation
• Recovery of sparse signals using OMP and its variants: convergence analysis based on RIP
• A Regularization Parameter for Nonsmooth Tikhonov Regularization
• Hard Thresholding Pursuit: An Algorithm for Compressive Sensing
• Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
• Lagrange Multiplier Approach to Variational Problems and Applications
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Decoding by Linear Programming
• Greed is Good: Algorithmic Results for Sparse Approximation
• Just relax: convex programming methods for identifying sparse signals in noise
• Atomic Decomposition by Basis Pursuit
• Uncertainty principles and ideal atomic decomposition
• Gradient Pursuits
• Sparse Reconstruction by Separable Approximation
• Stagewise Weak Gradient Pursuits
• Subspace Pursuit for Compressive Sensing Signal Reconstruction
• A Remark on the Restricted Isometry Property in Orthogonal Matching Pursuit
• Sparse Solution of Underdetermined Systems of Linear Equations by Stagewise Orthogonal Matching Pursuit
• Sparse Recovery With Orthogonal Matching Pursuit Under RIP
• Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
• The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
• A variational approach to sparsity optimization based on Lagrange multiplier theory
• Sparse Approximation via Penalty Decomposition Methods
• Compressed sensing
• Convergence of a block coordinate descent method for nondifferentiable minimization