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摘要:
In this paper, we propose a modified proximal gradient method for solving a class of sparse optimization problems, which arise in many contemporary statistical and signal processing applications. The proposed method adopts a new scheme to construct the descent direction based on the proximal gradient method. It is proven that the modified proximal gradient method is Q-linearly convergent without the assumption of the strong convexity of the objective function. Some numerical experiments have been conducted to evaluate the proposed method eventually.
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年份: 2017
页码: 311-316
语种: 英文
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