An improved algorithm for the - minimization problem

doi:10.1007/s10107-016-1107-2

CORC > 上海财经大学 > 上海财经大学

	An improved algorithm for the - minimization problem
	Ge, Dongdong 1; He, Rongchuan 2; He, Simai 1
刊名	MATHEMATICAL PROGRAMMING
	2017-11
卷号	166 期号:1-2 页码:131-158
关键词	Nonsmooth optimization Nonconvex optimization Bridge regression Complexity analysis
ISSN号	0025-5610
DOI	10.1007/s10107-016-1107-2
英文摘要	In this paper we consider a class of non-Lipschitz and non-convex minimization problems which generalize the - minimization problem. We propose an iterative algorithm that decides the next iteration based on the local convexity/concavity/sparsity of its current position. We show that our algorithm finds an -KKT point within iterations from certain initial points. The same result is also applied to the problem with general linear constraints under mild conditions.
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000412952900006
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/866]
专题	上海财经大学
通讯作者	He, Rongchuan
作者单位	1.Shanghai Univ Finance & Econ, Res Ctr Management Sci & Informat Analyt, Shanghai, Peoples R China; 2.City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Ge, Dongdong,He, Rongchuan,He, Simai. An improved algorithm for the - minimization problem[J]. MATHEMATICAL PROGRAMMING,2017,166(1-2):131-158.
APA	Ge, Dongdong,He, Rongchuan,&He, Simai.(2017).An improved algorithm for the - minimization problem.MATHEMATICAL PROGRAMMING,166(1-2),131-158.
MLA	Ge, Dongdong,et al."An improved algorithm for the - minimization problem".MATHEMATICAL PROGRAMMING 166.1-2(2017):131-158.