A penalty decomposition method for the optimization problem with two 0-norm constraints

被引：0

作者：

Li, Hongtao ^{[1
]}

Zhu, Wenxing ^{[1
]}

机构：

[1] Fuzhou Univ, Ctr Discrete Math & Theoret Comp Sci, Fuzhou 350108, Peoples R China

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2014年 / 52卷 / 01期

基金：

中国国家自然科学基金;

关键词：

l(0)-norm; sparsity control; block coordinate descent method; penalty decomposition;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we extend the l(0) minimization problem to a special sparse approximation problem in which contains two l(0)-norm constraints to control the sparsities of different parts of the solution. We introduce the first-order optimality conditions for this problem, and propose a penalty decomposition algorithm to solve this problem. We prove that our algorithm can find a local minimizer of the problem under some suitable assumptions.

引用

页码：7 / 15

页数：9

共 50 条

[21] A penalty method for a finite-dimensional obstacle problem with derivative constraints
Wang, Song
OPTIMIZATION LETTERS, 2014, 8 (06) : 1799 - 1811
[22] A Regularized Inexact Penalty Decomposition Algorithm for Multidisciplinary Design Optimization Problems With Complementarity Constraints
Lu, Shen
Kim, Harrison M.
JOURNAL OF MECHANICAL DESIGN, 2010, 132 (04)
[23] A HYBRID PENALTY METHOD FOR A CLASS OF OPTIMIZATION PROBLEMS WITH MULTIPLE RANK CONSTRAINTS
Liu, Tianxiang
Markovsky, Ivan
Pong, Ting Kei
Takeda, Akiko
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2020, 41 (03) : 1260 - 1283
[24] Penalty method and algorithm for multiobjective optimization problem with mixed variables
Zhang, Lianwen
Xia, Renwei
Beijing Hangkong Hangtian Daxue Xuebao/Journal of Beijing University of Aeronautics and Astronautics, 1997, 23 (03): : 362 - 367
[25] Unsupervised Group Feature Selection Method for Graph Optimization Based on l2,0-norm Sparsity and Fuzzy Similarity
Meng T.
Zhou S.
Tian X.
Moshi Shibie yu Rengong Zhineng/Pattern Recognition and Artificial Intelligence, 2023, 36 (01): : 34 - 48
[26] An inexact l2-norm penalty method for cardinality constrained portfolio optimization
Jiang, Tao
Wang, Shuo
Zhang, Ruochen
Qin, Lang
Wu, Jinglian
Wang, Delin
Ahipasaoglu, Selin D.
ENGINEERING ECONOMIST, 2019, 64 (03): : 289 - 297
[27] PENALTY METHOD CONSTRAINTS FOR MESH GRADING IN TWO-DIMENSIONAL ELASTICITY
STEVEN, GP
COMMUNICATIONS IN APPLIED NUMERICAL METHODS, 1985, 1 (05): : 219 - 232
[28] An optimization-based domain decomposition method for a two-body contact problem
Koko, J
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2003, 24 (5-6) : 587 - 605
[29] A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem
Hamdi, Abdelouahed
Khodamoradi, Tahereh
Salahi, Maziar
DISCRETE MATHEMATICS ALGORITHMS AND APPLICATIONS, 2024, 16 (03)
[30] Two-stage optimization problem with chance constraints
Ostrovsky, G. M.
Ziyatdinov, N. N.
Lapteva, T. V.
Zaitsev, I.
CHEMICAL ENGINEERING SCIENCE, 2011, 66 (17) : 3815 - 3828

← 1 2 3 4 5 →