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Restarted Fixed-Point Acceleration of Proximal ADMM for Capped-$\ell_1$ Penalized Optimization

Tao, Hongyuan et al.
arXiv (All) · Papers
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90c2690c30optimization-and-control
We consider box-constrained optimization with a convex, Lipschitz continuous loss function that may be nonsmooth and a capped-$\ell_1$ penalty. Exploiting the convex branch representation of the capped-$\ell_1$ penalty, we construct an associated nonexpansive fixed-point mapping for each branch and,
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