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Interior-Point Method for Large-Scale l1 Optimization
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SYSNO ASEP 0082416 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title Interior-Point Method for Large-Scale l1 Optimization Title Metoda vnitřních bodů pro velkou řídkou l1 optimalizaci Author(s) Lukšan, Ladislav (UIVT-O) SAI, RID
Matonoha, Ctirad (UIVT-O) RID, SAI
Vlček, Jan (UIVT-O) SAI, RID, ORCIDSource Title Programs and Algorithms of Numerical Mathematics 13 ( Proceedings of Conference ). - Praha : Mathematical Institute of the AS CR, 2006 / Chleboun J. ; Segeth K. ; Vejchodský T. - ISBN 80-85823-54-3 Pages s. 190-195 Number of pages 6 s. Action Programs and Algorithms of Numerical Mathematics /13./ Event date 28.05.2006-31.05.2006 VEvent location Praha Country CZ - Czech Republic Event type WRD Language eng - English Country CZ - Czech Republic Keywords unconstrained optimization ; large-scale optimization ; nonsmooth optimization ; l1 optimization ; interior-point methods ; modified Newton methods ; computational experiments Subject RIV BA - General Mathematics R&D Projects IAA1030405 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10300504 - UIVT-O (2005-2011) Annotation In this paper, we propose an interior-point method for large sparse l1 optimization. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus relatively difficult l1 optimization problems can be solved successfully. The results of computational experiments given in this paper confirm efficiency and robustness of the proposed method Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2007
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