An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints

DOI10.1016/j.apnum.2023.07.004zbMath1528.90283OpenAlexW4385462951MaRDI QIDQ6064946

Dong-hui Li, Wanyou Cheng, Zhuanghan LinPeng

Publication date: 10 November 2023

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2023.07.004

zbMATH Keywords

quasi-Newtonproximity operator\( \ell_1\) optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Cites Work

• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• An inexact successive quadratic approximation method for L-1 regularized optimization
• An active set limited memory BFGS algorithm for large-scale bound constrained optimization
• A coordinate gradient descent method for nonsmooth separable minimization
• Error bounds and convergence analysis of feasible descent methods: A general approach
• Representations of quasi-Newton matrices and their use in limited memory methods
• A regularized semi-smooth Newton method with projection steps for composite convex programs
• An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
• Projected shrinkage algorithm for box-constrained \(\ell _1\)-minimization
• An active set Newton-CG method for \(\ell_1\) optimization
• A second-order method for convex₁-regularized optimization with active-set prediction
• On the convergence of an active-set method for ℓ₁minimization
• Proximal Newton-Type Methods for Minimizing Composite Functions
• A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
• Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
• An EM algorithm for wavelet-based image restoration
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Two-Point Step Size Gradient Methods
• Updating Quasi-Newton Matrices with Limited Storage
• Sparse Reconstruction by Separable Approximation
• Gradient-based method with active set strategy for $\ell _1$ optimization
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Limited Memory Algorithm for Bound Constrained Optimization
• A Semismooth Newton Method with Multidimensional Filter Globalization for $l_1$-Optimization
• A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions
• Fast Image Recovery Using Variable Splitting and Constrained Optimization
• Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
• Compressed sensing
• Benchmarking optimization software with performance profiles.

This page was built for publication: An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints