GRADIENT-BASED METHOD WITH ACTIVE SET STRATEGY FOR l(1) OPTIMIZATION | |
Cheng, Wanyou1; Dai, Yu-Hong2 | |
刊名 | MATHEMATICS OF COMPUTATION |
2018-05-01 | |
卷号 | 87期号:311页码:1283-1305 |
关键词 | l(1) minimization compressive sensing active set Barzilai-Borwein method |
ISSN号 | 0025-5718 |
DOI | 10.1090/mcom/3238 |
英文摘要 | In this paper, we propose an identification function and develop an active set identification technique for solving the l(1) optimization problem. Such a technique has a strong ability to accurately identify the zero components in a neighbourhood of an isolated stationary point without strict complementarity conditions. Based on the active set identification technique, we propose a gradient-based method for the l(1) optimization problem. To accelerate the algorithm, a subspace Barzilai-Borwein steplength and a subspace exact steplength are developed, respectively. Under appropriate conditions, we show that the method with the nonmonotone line search technique is globally convergent. Numerical experiments with compressive sensing problems show that our approach is competitive with several known methods for the standard l(2)-l(1) problem. |
资助项目 | Chinese NSF[11371154] ; Chinese NSF[11331012] ; Chinese NSF[81173633] ; Key Project of Chinese National Programs for Fundamental Research and Development[2015CB856000] ; China National Funds for Distinguished Young Scientists[11125107] ; Guangdong Province Outstanding Young Teacher Training Program[3XZ150603] ; Guangdong Province Outstanding Young Teacher Training Program[2015KTSCX1] |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | AMER MATHEMATICAL SOC |
WOS记录号 | WOS:000425720100009 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29587] |
专题 | 计算数学与科学工程计算研究所 |
通讯作者 | Cheng, Wanyou |
作者单位 | 1.Dongguan Univ Technol, Coll Comp, Dongguan 523000, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Cheng, Wanyou,Dai, Yu-Hong. GRADIENT-BASED METHOD WITH ACTIVE SET STRATEGY FOR l(1) OPTIMIZATION[J]. MATHEMATICS OF COMPUTATION,2018,87(311):1283-1305. |
APA | Cheng, Wanyou,&Dai, Yu-Hong.(2018).GRADIENT-BASED METHOD WITH ACTIVE SET STRATEGY FOR l(1) OPTIMIZATION.MATHEMATICS OF COMPUTATION,87(311),1283-1305. |
MLA | Cheng, Wanyou,et al."GRADIENT-BASED METHOD WITH ACTIVE SET STRATEGY FOR l(1) OPTIMIZATION".MATHEMATICS OF COMPUTATION 87.311(2018):1283-1305. |
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