On first-order algorithms forl1/nuclear norm minimization
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Publication:5419639
DOI10.1017/S096249291300007XzbMath1293.65089OpenAlexW2059602082WikidataQ57392886 ScholiaQ57392886MaRDI QIDQ5419639
Arkadi Nemirovski, Yu. E. Nesterov
Publication date: 11 June 2014
Published in: Acta Numerica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s096249291300007x
complexityconvergencegradient algorithmsnuclear norm minimizationLasso problemDantzig selector problemproximal point type algorithmssaddle-point first-order algorithms
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complexity and performance of numerical algorithms (65Y20)
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