# A Primal Dual Active Set Algorithm for a Class of Nonconvex Sparsity Optimization

@inproceedings{Jiao2013APD,
title={A Primal Dual Active Set Algorithm for a Class of Nonconvex Sparsity Optimization},
author={Yuling Jiao and Bangti Jin and Xiliang Lu and Weina Ren},
year={2013}
}
In this paper, we consider the problem of recovering a sparse vector from noisy measurement data. Traditionally, it is formulated as a penalized least-squares problem where the sparsity is promoted by an $\ell^1$ penalty. However, recent studies show that nonconvex penalties, such as the $\ell^0$ penalty and bridge penalty, allow more efficient sparse recovery. This gives rise to diverse nonconvex sparsity optimization problems. We develop an algorithm of primal-dual active set type for a class… CONTINUE READING

#### References

##### Publications referenced by this paper.
SHOWING 1-10 OF 57 REFERENCES
Highly Influential
15 Excerpts

## Analysis of multi-stage convex relaxation for sparse regularization

• Tong Zhang
• J. Mach. Learn. Res.,
• 2010
Highly Influential
7 Excerpts
Highly Influential
6 Excerpts
Highly Influential
7 Excerpts
Highly Influential
2 Excerpts
Highly Influential
5 Excerpts