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Barzilai–Borwein-like rules in proximal gradient schemes for ℓ1-regularized problems

Viola, Marco et al.
DORAS · Papers
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numerical-analysis
We propose a novel steplength selection rule in proximal gradient methods for minimizing the sum of a differentiable function plus an ℓ1-norm penalty term. The proposed rule modifies one of the classical Barzilai–Borwein steplength, extending analogous results obtained in the context of gradient pro
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