An active set Barzilar–Borwein algorithm for l0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$l_{0}$$\end{document} regularized optimization

被引：0

作者：

Wanyou Cheng

Zixin Chen

Qingjie Hu

机构：

[1] Dongguan University of Technology,College of Computer and Science Technology

[2] Dongguan University of Technology,Network and Educational Technology Center

[3] Guilin University of Electronic Technology,School of Mathematics and Computing Science

来源：

Journal of Global Optimization | 2020年 / 76卷 / 4期

关键词：

minimization; Active set; Barzilar–Borwein; 90C06; 90C25; 65Y20; 94A08;

D O I：

10.1007/s10898-019-00830-w

中图分类号：

学科分类号：

摘要：

In this paper, we develop an active set identification technique for the ℓ0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell _0$$\end{document} regularization 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：22

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