An active set BarzilarBorwein algorithm for l0 regularized optimization

被引：0

作者：

Cheng, Wanyou ^{[1
]}

Chen, Zixin ^{[2
]}

Hu, Qingjie ^{[3
]}

机构：

[1] Dongguan Univ Technol, Coll Comp & Sci Technol, Dongguan 523000, Peoples R China

[2] Dongguan Univ Technol, Network & Educ Technol Ctr, Dongguan 523000, Peoples R China

[3] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541000, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2020年 / 76卷 / 04期

关键词：

l(0) minimization; Active set; Barzilar-Borwein; THRESHOLDING ALGORITHM; VARIABLE SELECTION; ZERO-NORM; PENALTY; RECONSTRUCTION; CONVERGENCE; SHRINKAGE; EQUATIONS; SPARSITY; SYSTEMS;

D O I：

10.1007/s10898-019-00830-w

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we develop an active set identification technique for the l0regularization optimization. Such a technique has a strong ability to identify the zero components in a neighbourhood of a strict L-stationary point. Based on the identification technique, we propose an active set Barzilar-Borwein algorithm and prove that any limit point of the sequence generated by the algorithm is a strong stationary point. Some preliminary numerical results are provided, showing that the method is promising.

引用

页码：769 / 791

页数：23

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