An active set Newton-CG method for l(1) optimization

doi:10.1016/j.acha.2019.08.005

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	An active set Newton-CG method for l(1) optimization
	Cheng, Wanyou 1; Dai, Yu-Hong 2,3
	2021
发表期刊	APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS
ISSN	1063-5203
卷号	50 页码:303-325
摘要	In this paper, we investigate the active set identification technique of ISTA and provide some good properties. An active set Newton-CG method is then proposed for l(1 )optimization. Under appropriate conditions, we show that the proposed method is globally convergent with some nonmonotone line search. The numerical comparisons with several state-of-art methods demonstrate the efficiency of the proposed method. (C) 2019 Elsevier Inc. All rights reserved.
关键词	l(1) optimization Shrinkage operator Barzilai-Borwein method Newton-CG method
DOI	10.1016/j.acha.2019.08.005
收录类别	SCI
语种	英语
资助项目	Chinese NSF[11971106] ; Chinese NSF[11371154] ; Chinese NSF[11331012] ; Chinese NSF[81173633] ; Chinese National Programs for Fundamental Research and Development[2015CB856002] ; China National Funds for Distinguished Young Scientists[11125107] ; Ministry of Education, Humanities and Social Sciences project[17JYJAZH011] ; Natural Science Foundation of Guangdong Province[2018A030313229]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000579922900010
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/52338
专题	中国科学院数学与系统科学研究院
通讯作者	Cheng, Wanyou
作者单位	1.Dongguan Univ Technol, Coll Comp, Dongguan 523000, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, LSEC, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式 GB/T 7714	Cheng, Wanyou,Dai, Yu-Hong. An active set Newton-CG method for l(1) optimization[J]. APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS,2021,50:303-325.
APA	Cheng, Wanyou,&Dai, Yu-Hong.(2021).An active set Newton-CG method for l(1) optimization.APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS,50,303-325.
MLA	Cheng, Wanyou,et al."An active set Newton-CG method for l(1) optimization".APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS 50(2021):303-325.