Projections onto the intersection of a one-norm ball or sphere and a two-norm ball or sphere

DOI10.1007/s10957-020-01766-yzbMath1468.90072OpenAlexW3093489894MaRDI QIDQ2025292

Mengmeng Song, Hao Wang, Hongying Liu

Publication date: 11 May 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01766-y

zbMATH Keywords

dualityprojectionintersectionbisection method\(\ell_1\) ball

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46)

Uses Software

• PMA

Cites Work

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• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Fast projection onto the simplex and the \(l_1\) ball
• Convex approximations to sparse PCA via Lagrangian duality
• Efficient dictionary learning with sparseness-enforcing projections
• Conditional Gradient Algorithmsfor Rank-One Matrix Approximations with a Sparsity Constraint

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