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GRADIENT-BASED METHOD WITH ACTIVE SET STRATEGY FOR l(1) OPTIMIZATION

文献类型：期刊论文

作者Cheng, Wanyou1; Dai, Yu-Hong2
刊名MATHEMATICS OF COMPUTATION
出版日期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
DOI10.1090/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
WOS记录号WOS:000425720100009
出版者AMER MATHEMATICAL SOC
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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