An active set Barzilar–Borwein algorithm for $$l_{0}$$l0 regularized optimization

Wanyou Cheng (), Zixin Chen () and Qingjie Hu ()
Additional contact information
Wanyou Cheng: Dongguan University of Technology
Zixin Chen: Dongguan University of Technology
Qingjie Hu: Guilin University of Electronic Technology

Journal of Global Optimization, 2020, vol. 76, issue 4, No 7, 769-791

Abstract: Abstract In this paper, we develop an active set identification technique for the $$\ell _0$$ℓ0 regularization optimization. Such a technique has a strong ability to identify the zero components in a neighbourhood of a strict L-stationary point. Based on the identification technique, we propose an active set Barzilar–Borwein algorithm and prove that any limit point of the sequence generated by the algorithm is a strong stationary point. Some preliminary numerical results are provided, showing that the method is promising.

Keywords: $$\ell _0$$ ℓ 0 minimization; Active set; Barzilar–Borwein; 90C06; 90C25; 65Y20; 94A08 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10898-019-00830-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:76:y:2020:i:4:d:10.1007_s10898-019-00830-w

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-019-00830-w

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().