Title
Accelerated Gradient Descent Method for Projections onto the ℓ1-Ball
Date Issued
27 August 2018
Access level
metadata only access
Resource Type
conference paper
Author(s)
RODRIGUEZ VALDERRAMA, PAUL ANTONIO
Publisher(s)
Institute of Electrical and Electronics Engineers Inc.
Abstract
We present a computationally efficient algorithm to solve the projection onto the ℓ1-ball problem, which is cast as an equivalent univariate optimization problem by means of its dual formulation, the ℓ∞ proximity operator. Our algorithm, which is a customization of the Nesterov's accelerated gradient descent method, is empirically demonstrated to be faster than the state-of-the-art methods for the projection onto the ℓ1-ball problem.
Language
English
OCDE Knowledge area
Otras ingenierías y tecnologías
Scopus EID
2-s2.0-85053879609
ISBN
9781538609514
Source
2018 IEEE 13th Image, Video, and Multidimensional Signal Processing Workshop, IVMSP 2018 - Proceedings
Sources of information: Directorio de Producción Científica Scopus