``Active-set complexity of proximal gradient: how long does it take to find the sparsity pattern?

DOI10.1007/s11590-018-1325-zzbMath1426.90253arXiv1712.03577OpenAlexW3101462918MaRDI QIDQ2311100

Julie Nutini, Mark Schmidt, Warren L. Hare

Publication date: 10 July 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03577

zbMATH Keywords

convex optimizationnon-smooth optimizationproximal gradient methodactive-set complexityactive-set identification

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Related Items (12)

Nonsmoothness in machine learning: specific structure, proximal identification, and applications ⋮ An augmented Lagrangian method exploiting an active-set strategy and second-order information ⋮ A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer ⋮ Screening for a reweighted penalized conditional gradient method ⋮ Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search ⋮ On the strong convergence of forward-backward splitting in reconstructing jointly sparse signals ⋮ Thresholding gradient methods in Hilbert spaces: support identification and linear convergence ⋮ Local linear convergence of proximal coordinate descent algorithm ⋮ Active Set Complexity of the Away-Step Frank--Wolfe Algorithm ⋮ Distributed Learning with Sparse Communications by Identification ⋮ First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants ⋮ Avoiding bad steps in Frank-Wolfe variants

Uses Software

• FPC_AS

Cites Work

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