Austrian Academy of Sciences

Elektronisches Publikationsportal der Österreichischen Akademie der Wissenschaften
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    Paulus, Maximilian Joseph

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    (1809 - 1879), Medizine

    Wolfram, Aurel

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    (1896 - 1948), Schriftsteller, Publizist und Funktionä

    Wiesbaur, Johann Baptist

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    (1836 - 1906), Naturwissenschaftler, Lehrer und Geistliche

    Zatzka, Hans; ursprüngl. Čačka Johann Franz, Ps. Zabateri, J. Bernard, P. Ronsard

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    (1859 - 1945), Male

    Wolf, Karl Hermann (Karl Georg Anton)

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    (1862 - 1941), Politiker und Publizis

    Zach, Anton Frh. von

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    (1747 - 1826), Offizier und Fachschriftstelle

    Zaufal, Emanuel

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    (1837 - 1910), Medizine

    A subspace-accelerated split Bregman method for sparse data recovery with joint 1\ell_1-type regularizers. ETNA - Electronic Transactions on Numerical Analysis

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    We propose a subspace-accelerated Bregman method for the linearly constrained minimization of functions of the formf(u)+τ1u1+τ2Du1 f(\mathbf u) + \tau_1\,\|\mathbf u\|_1 + \tau_2\,\|D\,\mathbf u\|_1 , where ff is a smooth convex function and DD represents a linear operator,e.g., a finite difference operator, as in anisotropic total variation and fused lasso regularizations. Problems of this type arise in a widevariety of applications, including portfolio optimization, learning of predictive models from functional magnetic resonance imaging (fMRI) data, and source detection problems in electroencephalography. The use of Du1\|D\,\mathbf u\|_1is aimed at encouraging structured sparsity in the solution. The subspaces where the acceleration is performed are selected so that the restrictionof the objective function is a smooth function in a neighborhood of the current iterate. Numerical experiments for multi-period portfolioselection problems using real data sets show the effectiveness of the proposed method

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    Elektronisches Publikationsportal der Österreichischen Akademie der Wissenschaften is based in Austria
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