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- W3137617174 abstract "As a tractable approach, regularization is frequently adopted in sparse optimization. This gives rise to regularized optimization, which aims to minimize the ℓ0 norm or its continuous surrogates that characterize the sparsity. From the continuity of surrogates to the discreteness of the ℓ0 norm, the most challenging model is the ℓ0-regularized optimization. There is an impressive body of work on the development of numerical algorithms to overcome this challenge. However, most of the developed methods only ensure that either the (sub)sequence converges to a stationary point from the deterministic optimization perspective or that the distance between each iteration and any given sparse reference point is bounded by an error bound in the sense of probability. In this paper, we develop a Newton-type method for the ℓ0-regularized optimization and prove that the generated sequence converges to a stationary point globally and quadratically under the standard assumptions, theoretically explaining that our method can perform surprisingly well." @default.
- W3137617174 created "2021-03-29" @default.
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- W3137617174 date "2021-03-24" @default.
- W3137617174 modified "2023-09-25" @default.
- W3137617174 title "Newton method for ℓ0-regularized optimization" @default.
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- W3137617174 doi "https://doi.org/10.1007/s11075-021-01085-x" @default.
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