eprintid: 1452209
rev_number: 46
eprint_status: archive
userid: 608
dir: disk0/01/45/22/09
datestamp: 2014-10-24 12:17:36
lastmod: 2021-09-20 22:22:02
status_changed: 2014-10-24 12:17:36
type: article
metadata_visibility: show
item_issues_count: 0
creators_name: Jiao, Y
creators_name: Jin, B
creators_name: Lu, X
title: A primal dual active set with continuation algorithm for the l0-regularized optimization problem
ispublished: pub
divisions: UCL
divisions: B04
divisions: C05
divisions: F48
keywords: Primal dual active set algorithm, Coordinatewise minimizer, Continuation strategy, Global convergence
note: This is the author’s version of a work that was accepted for publication in Applied and Computational Harmonic Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Applied and Computational Harmonic Analysis, http://dx.doi.org/10.1016/j.acha.2014.10.001
abstract: We develop a primal dual active set with continuation algorithm for solving the ℓ0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the primal dual active set method with a continuation strategy on the regularization parameter. At each inner iteration, it first identifies the active set from both primal and dual variables, and then updates the primal variable by solving a (typically small) least-squares problem defined on the active set, from which the dual variable can be updated explicitly. Under certain conditions on the sensing matrix, i.e., mutual incoherence property or restricted isometry property, and the noise level, a finite step global convergence of the overall algorithm is established. Extensive numerical examples are presented to illustrate the efficiency and accuracy of the algorithm and its convergence behavior.
date: 2015-11
official_url: http://dx.doi.org/10.1016/j.acha.2014.10.001
vfaculties: VENG
oa_status: green
full_text_type: other
language: eng
primo: open
primo_central: open_green
article_type_text: Article
verified: verified_manual
elements_source: Manually entered
elements_id: 986441
doi: 10.1016/j.acha.2014.10.001
lyricists_name: Jin, Bangti
lyricists_id: BJINX59
full_text_status: public
publication: Applied and Computational Harmonic Analysis
volume: 39
number: 3
pagerange: 400-426
issn: 1063-5203
citation:        Jiao, Y;    Jin, B;    Lu, X;      (2015)    A primal dual active set with continuation algorithm for the l0-regularized optimization problem.                   Applied and Computational Harmonic Analysis , 39  (3)   pp. 400-426.    10.1016/j.acha.2014.10.001 <https://doi.org/10.1016/j.acha.2014.10.001>.       Green open access   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/1452209/1/pdasc_revised.pdf