An extrapolated iteratively reweighted $$\ell _1$$ ℓ 1 method with complexity analysis
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-022-00416-5
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- NESTEROV, Yurii, 2013. "Gradient methods for minimizing composite functions," LIDAM Reprints CORE 2510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre Frankel & Guillaume Garrigos & Juan Peypouquet, 2015. "Splitting Methods with Variable Metric for Kurdyka–Łojasiewicz Functions and General Convergence Rates," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 874-900, June.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Miguel Lobo & Maryam Fazel & Stephen Boyd, 2007. "Portfolio optimization with linear and fixed transaction costs," Annals of Operations Research, Springer, vol. 152(1), pages 341-365, July.
- Yaohua Hu & Chong Li & Kaiwen Meng & Xiaoqi Yang, 2021. "Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems," Journal of Global Optimization, Springer, vol. 79(4), pages 853-883, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lei Yang, 2024. "Proximal Gradient Method with Extrapolation and Line Search for a Class of Non-convex and Non-smooth Problems," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 68-103, January.
- Bo Wen & Xiaojun Chen & Ting Kei Pong, 2018. "A proximal difference-of-convex algorithm with extrapolation," Computational Optimization and Applications, Springer, vol. 69(2), pages 297-324, March.
- Yakui Huang & Hongwei Liu, 2016. "Smoothing projected Barzilai–Borwein method for constrained non-Lipschitz optimization," Computational Optimization and Applications, Springer, vol. 65(3), pages 671-698, December.
- Yaohua Hu & Chong Li & Kaiwen Meng & Xiaoqi Yang, 2021. "Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems," Journal of Global Optimization, Springer, vol. 79(4), pages 853-883, April.
- Zhongming Wu & Min Li, 2019. "General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems," Computational Optimization and Applications, Springer, vol. 73(1), pages 129-158, May.
- Jian Huang & Yuling Jiao & Lican Kang & Jin Liu & Yanyan Liu & Xiliang Lu, 2022. "GSDAR: a fast Newton algorithm for $$\ell _0$$ ℓ 0 regularized generalized linear models with statistical guarantee," Computational Statistics, Springer, vol. 37(1), pages 507-533, March.
- VÁZQUEZ-ALCOCER, Alan & SCHOEN, Eric D. & GOOS, Peter, 2018. "A mixed integer optimization approach for model selection in screening experiments," Working Papers 2018007, University of Antwerp, Faculty of Business and Economics.
- Fan Wu & Wei Bian, 2020. "Accelerated iterative hard thresholding algorithm for $$l_0$$l0 regularized regression problem," Journal of Global Optimization, Springer, vol. 76(4), pages 819-840, April.
- Peiran Yu & Ting Kei Pong, 2019. "Iteratively reweighted $$\ell _1$$ ℓ 1 algorithms with extrapolation," Computational Optimization and Applications, Springer, vol. 73(2), pages 353-386, June.
- Szilárd Csaba László, 2023. "A Forward–Backward Algorithm With Different Inertial Terms for Structured Non-Convex Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 198(1), pages 387-427, July.
- Hao Wang & Fan Zhang & Yuanming Shi & Yaohua Hu, 2021. "Nonconvex and Nonsmooth Sparse Optimization via Adaptively Iterative Reweighted Methods," Journal of Global Optimization, Springer, vol. 81(3), pages 717-748, November.
- Bin Luo & Xiaoli Gao, 2022. "A high-dimensional M-estimator framework for bi-level variable selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 559-579, June.
- Luo, Bin & Gao, Xiaoli, 2022. "High-dimensional robust approximated M-estimators for mean regression with asymmetric data," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- Zhongming Wu & Chongshou Li & Min Li & Andrew Lim, 2021. "Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems," Journal of Global Optimization, Springer, vol. 79(3), pages 617-644, March.
- Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
- Xu, Yang & Zhao, Shishun & Hu, Tao & Sun, Jianguo, 2021. "Variable selection for generalized odds rate mixture cure models with interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
- Emmanouil Androulakis & Christos Koukouvinos & Kalliopi Mylona & Filia Vonta, 2010. "A real survival analysis application via variable selection methods for Cox's proportional hazards model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1399-1406.
- Singh, Rakhi & Stufken, John, 2024. "Factor selection in screening experiments by aggregation over random models," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
- Koki Momoki & Takuma Yoshida, 2024. "Hypothesis testing for varying coefficient models in tail index regression," Statistical Papers, Springer, vol. 65(6), pages 3821-3852, August.
- Lili Pan & Ziyan Luo & Naihua Xiu, 2017. "Restricted Robinson Constraint Qualification and Optimality for Cardinality-Constrained Cone Programming," Journal of Optimization Theory and Applications, Springer, vol. 175(1), pages 104-118, October.
More about this item
Keywords
$$ell _p$$ ℓ p regularization; Extrapolation techniques; Iteratively reweighted methods; Kurdyka-Łojasiewicz; Non-Lipschitz regularization;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:83:y:2022:i:3:d:10.1007_s10589-022-00416-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.