SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality

DOI10.1007/s11590-011-0292-4zbMath1257.90072OpenAlexW2140201969MaRDI QIDQ691483

Masao Fukushima

Publication date: 30 November 2012

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

Full work available at URL: https://doi.org/10.1007/s11590-011-0292-4

zbMATH Keywords

Jacobi methodSOR method\(\ell_1 -\ell_2\) problemFenchel dual

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items

A new spectral method for \(l_1\)-regularized minimization, Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization

Cites Work

• Unnamed Item
• Unnamed Item
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• A coordinate gradient descent method for nonsmooth separable minimization
• An iterative row-action method for interval convex programming
• Solution of symmetric linear complementarity problems by iterative methods
• A parallel relaxation method for quadratic programming problems with interval constraints
• On the convergence of iterative methods for symmetric linear complementarity problems
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
• Row-Action Methods for Huge and Sparse Systems and Their Applications
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
• Convex Analysis
• Convergence of a block coordinate descent method for nondifferentiable minimization