# Bundle methods for dual atomic pursuit

53rd Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), pp. 264-270, 2019

53rd Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), pp. 264-270, 2019

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.

```
@INPROCEEDINGS{Fan2019atomic,
author = {Z. {Fan} and Y. {Sun} and M. P. {Friedlander}},
booktitle = {2019 53rd Asilomar Conference on Signals, Systems, and Computers},
title = {Bundle methods for dual atomic pursuit},
year = {2019},
pages = {264-270},
doi = {10.1109/IEEECONF44664.2019.9048711}
}
```