Optimization with Sparsity-Inducing PenaltiesAuthor :
Paperback
Published : Wednesday 4 January 2012
Description
Presents optimization tools and techniques dedicated to sparsity-inducing penalties from a general perspective. The book covers proximal methods, block-coordinate descent, working-set and homotopy methods, and non-convex formulations and extensions, and provides a set of experiments to compare algorithms from a computational point of view.
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