Augmented l1 and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm. Revision 1

Abstract

This paper studies the long-existing idea of adding a nice smooth function to "smooth" a nondifferentiable objective function in the context of sparse optimization.

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Document Details

Document Type
Technical Report
Publication Date
Oct 17, 2012
Accession Number
ADA580580

Entities

People

  • Ming-jun Lai
  • Wotao Yin

Organizations

  • Rice University

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Compressed Sensing
  • Convergence
  • Dynamic Range
  • Eigenvalues
  • Equations
  • Gaussian Distributions
  • Guarantees
  • Inequalities
  • Mathematics
  • Optimization
  • Probability
  • Recovery
  • Sequences
  • Simulations
  • Standards
  • Theorems

Readers

  • Operations Research