A Reduced Half Thresholding Algorithm
In this paper, a reduced half thresholding algorithm and its accelerated version, a reduced fast half thresholding algorithm, are proposed for solving large-scale L 1 / 2 -regularized problems. At each iteration, the large-scale original problem is reduced into a sequence of small-scale subproblems,...
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| Veröffentlicht in: | Journal of scientific computing Jg. 96; H. 2 |
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| Format: | Journal Article |
| Sprache: | Englisch |
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01.08.2023
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| ISSN: | 0885-7474, 1573-7691 |
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| Abstract | In this paper, a reduced half thresholding algorithm and its accelerated version, a reduced fast half thresholding algorithm, are proposed for solving large-scale
L
1
/
2
-regularized problems. At each iteration, the large-scale original problem is reduced into a sequence of small-scale subproblems, and the subproblems are solved by the (fast) half thresholding algorithm. Global convergence of the reduced half thresholding algorithm is proven, and two techniques: the Newton acceleration technique and the shrinking technique are presented to improve the performance. Compared with the state-of-the-art algorithms, the numerical results show that the presented algorithms are promising. As an example, our algorithms are efficient to recover the signal recovery problem with 19,264,097 samples and signal length 29,890,095 |
|---|---|
| AbstractList | In this paper, a reduced half thresholding algorithm and its accelerated version, a reduced fast half thresholding algorithm, are proposed for solving large-scale
L
1
/
2
-regularized problems. At each iteration, the large-scale original problem is reduced into a sequence of small-scale subproblems, and the subproblems are solved by the (fast) half thresholding algorithm. Global convergence of the reduced half thresholding algorithm is proven, and two techniques: the Newton acceleration technique and the shrinking technique are presented to improve the performance. Compared with the state-of-the-art algorithms, the numerical results show that the presented algorithms are promising. As an example, our algorithms are efficient to recover the signal recovery problem with 19,264,097 samples and signal length 29,890,095 |
| ArticleNumber | 61 |
| Author | Liang, Xiubo Yu, Bo Wang, Guoqiang |
| Author_xml | – sequence: 1 givenname: Xiubo surname: Liang fullname: Liang, Xiubo organization: School of Mathematical Sciences, Dalian University of Technology – sequence: 2 givenname: Guoqiang surname: Wang fullname: Wang, Guoqiang organization: Beijing Academy of Artificial Intelligence – sequence: 3 givenname: Bo orcidid: 0000-0002-0898-8493 surname: Yu fullname: Yu, Bo email: yubo@dlut.edu.cn organization: School of Mathematical Sciences, Dalian University of Technology |
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| Snippet | In this paper, a reduced half thresholding algorithm and its accelerated version, a reduced fast half thresholding algorithm, are proposed for solving... |
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| SubjectTerms | Algorithms Computational Mathematics and Numerical Analysis Mathematical and Computational Engineering Mathematical and Computational Physics Mathematics Mathematics and Statistics Theoretical |
| Title | A Reduced Half Thresholding Algorithm |
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