On the convergence of an active-set method for ℓ1minimization
نویسندگان
چکیده
منابع مشابه
On the convergence of an active-set method for ℓ1 minimization
Abstract. We analyze an abridged version of the active-set algorithm FPC AS proposed in [18] for solving the l1-regularized problem, i.e., a weighted sum of the l1-norm ‖x‖1 and a smooth function f(x). The active set algorithm alternatively iterates between two stages. In the first “nonmonotone line search (NMLS)” stage, an iterative first-order method based on “shrinkage” is used to estimate t...
متن کاملON THE CONVERGENCE OF AN ACTIVE SET METHOD FOR l1 MINIMIZATION
Abstract. We analyze an abridged version of the active-set algorithm FPC AS proposed in [20] for solving the l1-regularized problem, i.e., a weighted sum of the l1-norm ‖x‖1 and a smooth function f(x). The active set algorithm alternatively iterates between two stages. In the first “nonmonotone line search (NMLS)” stage, an iterative first-order method based on “shrinkage” is used to estimate t...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2012
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2011.591398