Bundle methods for dual atomic pursuit
Z. Fan, Y. Sun, M. P. Friedlander. 53rd Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), pp. 264-270,
2019.
[abs]
[bib]
[arXiv]
[DOI]
The aim of structured optimization is to assemble a solution, using a given set of (possibly uncountably infinite) atoms, to fit a model to data. A two-stage algorithm based on gauge duality and bundle method is proposed. The first stage discovers the optimal atomic support for the primal problem by solving a sequence of approximations of the dual problem using a bundle-type method. The second stage recovers the approximate primal solution using the atoms discovered in the first stage. The overall approach leads to implementable and efficient algorithms for large problems.
@article{Fan2019Bundle,
Author = {Z. Fan and Y. Sun and M. P. Friedlander},
Year = {2019},
Month = {November},
Volume = {59},
Pages = {264-270},
Doi = {10.1109/ieeeconf44664.2019.9048711},
Title = {Bundle methods for dual atomic pursuit}
}