Penalty Decomposition Methods for $L0$-Norm Minimization


In this paper we consider general l0-norm minimization problems, that is, the problems with l0-norm appearing in either objective function or constraint. In particular, we first reformulate the l0-norm constrained problem as an equivalent rank minimization problem and then apply the penalty decomposition (PD) method proposed in [33] to solve the latter… (More)


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