Iterative hard thresholding methods for \(l_0\) regularized convex cone programming (Q463721)
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scientific article; zbMATH DE number 6357715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative hard thresholding methods for \(l_0\) regularized convex cone programming |
scientific article; zbMATH DE number 6357715 |
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Iterative hard thresholding methods for \(l_0\) regularized convex cone programming (English)
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17 October 2014
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The author presents an iterative hard thresholding (IHT) method and its variant for solving a special \(l_0\) regularized box constrained convex programming. The iteration complexity of the IHT method for finding an \(\epsilon\)-local-optimal solution of the problem is obtained. Furthermore, the author develops a method for solving \(l_0\) regularized convex cone programming by applying the IHT method to its quadratic penalty relation and establishes its iteration complexity for finding an \(\epsilon\)-approximate local minimizer of the problem.
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sparse approximation
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iterative hard thresholding method
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\(l_0\) regularization
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box constrained convex programming
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convex cone programming
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iteration complexity
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