{"title":"关于针对可分离的 $$ell _{1}/\\ell _{2}$ 最小化问题实现带动态可配置参数的 ADMM","authors":"Jun Wang, Qiang Ma","doi":"10.1007/s11590-024-02106-z","DOIUrl":null,"url":null,"abstract":"<p>In this paper, we propose a novel variant of the alternating direction method of multipliers (ADMM) approach for solving minimization of the rate of <span>\\(\\ell _{1}\\)</span> and <span>\\(\\ell _{2}\\)</span> norms for sparse recovery. We first transform the quotient of <span>\\(\\ell _{1}\\)</span> and <span>\\(\\ell _{2}\\)</span> norms into a new function of the separable variables using the least squares minimum norm solution of the linear system of equations. Subsequently, we employ the augmented Lagrangian function to formulate the corresponding ADMM method with a dynamically adjustable parameter. Additionally, each of its subproblems possesses a unique global minimum. Finally, we present some numerical experiments to demonstrate our results.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"40 1","pages":""},"PeriodicalIF":1.3000,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the implementation of ADMM with dynamically configurable parameter for the separable $$\\\\ell _{1}/\\\\ell _{2}$$ minimization\",\"authors\":\"Jun Wang, Qiang Ma\",\"doi\":\"10.1007/s11590-024-02106-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>In this paper, we propose a novel variant of the alternating direction method of multipliers (ADMM) approach for solving minimization of the rate of <span>\\\\(\\\\ell _{1}\\\\)</span> and <span>\\\\(\\\\ell _{2}\\\\)</span> norms for sparse recovery. We first transform the quotient of <span>\\\\(\\\\ell _{1}\\\\)</span> and <span>\\\\(\\\\ell _{2}\\\\)</span> norms into a new function of the separable variables using the least squares minimum norm solution of the linear system of equations. Subsequently, we employ the augmented Lagrangian function to formulate the corresponding ADMM method with a dynamically adjustable parameter. Additionally, each of its subproblems possesses a unique global minimum. Finally, we present some numerical experiments to demonstrate our results.</p>\",\"PeriodicalId\":49720,\"journal\":{\"name\":\"Optimization Letters\",\"volume\":\"40 1\",\"pages\":\"\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-03-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Optimization Letters\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s11590-024-02106-z\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Optimization Letters","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11590-024-02106-z","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
On the implementation of ADMM with dynamically configurable parameter for the separable $$\ell _{1}/\ell _{2}$$ minimization
In this paper, we propose a novel variant of the alternating direction method of multipliers (ADMM) approach for solving minimization of the rate of \(\ell _{1}\) and \(\ell _{2}\) norms for sparse recovery. We first transform the quotient of \(\ell _{1}\) and \(\ell _{2}\) norms into a new function of the separable variables using the least squares minimum norm solution of the linear system of equations. Subsequently, we employ the augmented Lagrangian function to formulate the corresponding ADMM method with a dynamically adjustable parameter. Additionally, each of its subproblems possesses a unique global minimum. Finally, we present some numerical experiments to demonstrate our results.
期刊介绍:
Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published.
Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field.
Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.