科研之友
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摘要
The purpose of this paper is to propose an inexact coordinate descent (ICD) method for solving a class of weighted l(1)-regularized convex optimization problem with a box constraint. The proposed algorithm solves a one dimensional subproblem inexactly at each iteration. We give some criteria of the inexactness under which the sequence generated by the proposed method converges to an optimal solution. We further show that the convergence rate of the generated sequence is at least R-linear without assuming the uniqueness of solutions.
- 出版日期2013-10
- 单位江苏科技大学
