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An active set Barzilar–Borwein algorithm for l0 regularized optimization.
- Source :
- Journal of Global Optimization; Apr2020, Vol. 76 Issue 4, p769-791, 23p
- Publication Year :
- 2020
-
Abstract
- In this paper, we develop an active set identification technique for the ℓ 0 regularization optimization. Such a technique has a strong ability to identify the zero components in a neighbourhood of a strict L-stationary point. Based on the identification technique, we propose an active set Barzilar–Borwein algorithm and prove that any limit point of the sequence generated by the algorithm is a strong stationary point. Some preliminary numerical results are provided, showing that the method is promising. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09255001
- Volume :
- 76
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Global Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 142372360
- Full Text :
- https://doi.org/10.1007/s10898-019-00830-w