Weighted thresholding homotopy method for sparsity constrained optimization
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DOI: 10.1007/s10878-020-00563-7
Abstract: We propose in this paper a novel weighted thresholding method for the sparsity-constrained optimization problem. By reformulating the problem equivalently as a mixed-integer programming, we investigate the Lagrange duality with respect to an $$l_1$$ l… read more here.
Keywords: method; weighted thresholding; optimization; constrained optimization ... See more keywords