A new globally convergent algorithm for non-Lipschitz \(\ell_{p}-\ell_q\) minimization

DOI10.1007/s10444-019-09668-yzbMath1415.49022OpenAlexW2915006508MaRDI QIDQ2000528

Yanan Zhao, Chunlin Wu, Zhi-Fang Liu

Publication date: 28 June 2019

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-019-09668-y

zbMATH Keywords

Gaussian noiselower bound theorynon-Lipschitz optimizationheavy-tailed noisesupport shrinkingnonconvex nonsmooth regularizationADMM (alternating direction method of multipliers)

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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