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An active set Newton-CG method for l(1) optimization
Cheng, Wanyou1; Dai, Yu-Hong2,3
2021
Source PublicationAPPLIED AND COMPUTATIONAL HARMONIC ANALYSIS
ISSN1063-5203
Volume50Pages:303-325
AbstractIn 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.
Keywordl(1) optimization Shrinkage operator Barzilai-Borwein method Newton-CG method
DOI10.1016/j.acha.2019.08.005
Indexed BySCI
Language英语
Funding ProjectChinese 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 Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000579922900010
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/52338
Collection中国科学院数学与系统科学研究院
Corresponding AuthorCheng, Wanyou
Affiliation1.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
Recommended Citation
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.
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