On Globally Q-Linear Convergence of a Splitting Method for Group Lasso

Abstract In this paper, we discuss a splitting method for group Lasso. By assuming that the sequence of the step lengths has positive lower bound and positive upper bound (unrelated to the given problem data), we prove its Q-linear rate of convergence of the distance sequence of the iterates to the...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Dong, Yun-Da [verfasserIn]

Zhang, Hai-Bin

Gao, Huan

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2017

Schlagwörter:

Group Lasso

Splitting method

Proximal gradient method

Q-linear rate of convergence

Anmerkung:

© Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag GmbH Germany 2017

Übergeordnetes Werk:

Enthalten in: Journal of the operations research society of China - Berlin : Springer, 2013, 6(2017), 3 vom: 10. Okt., Seite 445-454

Übergeordnetes Werk:

volume:6 ; year:2017 ; number:3 ; day:10 ; month:10 ; pages:445-454

Links:

Volltext

DOI / URN:

10.1007/s40305-017-0176-0

Katalog-ID:

SPR036586374

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