Bibliographic Metadata

Title
A variational approach to sparsity optimization based on Lagrange multiplier theory
AuthorIto, Kazufumi In der Gemeinsamen Normdatei der DNB nachschlagen ; Kunisch, Karl In der Gemeinsamen Normdatei der DNB nachschlagen
Published in
PublishedInst. of Physics
Edition
Preprint
LanguageEnglish
Document typeJournal Article
ISSN0266-5611
URNurn:nbn:at:at-ubg:3-426 Persistent Identifier (URN)
DOIdoi:10.1088/0266-5611/30/1/015001 
Restriction-Information
 The work is publicly available
Files
A variational approach to sparsity optimization based on Lagrange multiplier theory [1.59 mb]
Links
Reference
Classification
Abstract (English)

Sparsity optimization for linear least squares problems formulated as non-smooth regularization problems are considered in infinite-dimensional sequence spaces p with p [0, 1]. Necessary optimality conditions in the format of a complementarity system are obtained. A monotonically convergent scheme is developed for the case p (0, 1]. For the case p = 0 a primal dual active set strategy based on the Lagrange multiplier rule is proposed and analyzed for special cases.

Notice