Trust-region interior-point method for large sparsel1optimization
نویسندگان
چکیده
منابع مشابه
An Interior-Point Trust-Region-Based Method for Large-Scale Nonnegative Regularization
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In this paper, we propose an interior-point method for large sparse l1 optimization. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus nonconvex problems can be solved successfully. The results of computational experiments given in this paper confir...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2007
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780601114204