SOR- and Jacobi-type iterative methods for solving ℓ 1 − ℓ 2 problems by way of Fenchel duality
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説明
We present an SOR-type algorithm and a Jacobi-type algorithm that can effectively be applied to the ℓ 1 − ℓ 2 problem by exploiting its special structure. The algorithms are globally convergent and can be implemented in a particularly simple manner. Relations with coordinate minimization methods are discussed.
収録刊行物
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- Optimization Letters
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Optimization Letters 6 (4), 679-686, 2012-04
Springer-Verlag
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詳細情報 詳細情報について
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- CRID
- 1050564285685276160
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- NII論文ID
- 120004007583
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- NII書誌ID
- AA12249544
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- ISSN
- 18624472
- 18624480
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- HANDLE
- 2433/155046
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- 本文言語コード
- en
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- 資料種別
- journal article
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- データソース種別
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