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
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
Subjects
Scopus EID
2-s2.0-85053879609
PubMed ID
ISBN
9781538609514
Source
2018 IEEE 13th Image, Video, and Multidimensional Signal Processing Workshop, IVMSP 2018 - Proceedings
Sources of information:
Directorio de Producción Científica
Scopus