A monotone scheme for sparsity optimization in lp with p ∈ (0,1]

被引：1
|
作者：
Ghilli, Daria [1 ]
Kunisch, Karl [1 ,2 ]
机构：
[1] Karl Franzens Univ Graz, Inst Math & Sci Comp, Heinrichstr 36, A-8010 Graz, Austria
[2] Austrian Acad Sci, Johann Radon Inst Computat & Appl Math RICAM, Altenbergerstr 69, A-4040 Linz, Austria
来源：
IFAC PAPERSONLINE | 2017年 / 50卷 / 01期
关键词：
nonsmooth nonconvex optimization; sparsity optimization; active-set method; monotone algorithm; optimal control problems; image reconstruction;
D O I：
10.1016/j.ifacol.2017.08.102
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Nonsmooth nonconvex optimization problems are considered in infinite dimensional sequence spaces l(p) with p is an element of (0, 1]. Our starting points are necessary optimality conditions in the form of a complementary system and a monotonically convergent algorithm for a regularized version of the original problem. We propose an algorithm for solving the necessary optimality condition based on a combination of the monotone scheme and an active-set strategy. Numerical results for different test cases are provided, e.g. for optimal control problems and microscopy image reconstruction. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
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页码：494 / 499
页数：6
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