優化算法匯總

interior point

block coordinate relaxation

Boltzmann machine

求解L1范數最小化

1. E. Candes, M. B. Wakin, and S. P. Boyd, “Enhancing sparsity by reweighted l1 minimization,” Journalof Fourier Analysis and Applications, vol. 14, pp. 877-905, Dec. 2008.
2. I. Daubechies, M. Defriese, and C. DeMol, “An iterative thresholding algorithm for linear inverseproblems with a sparsity constraint,” Commun. Pure Appl. Math., vol.57, pp.1413-1457, 2004.（Interative Shrinkage algorithm）

加速算法

1. G. Narkiss and M. Zibulevsky, “Sequential subspace optimization method for large-scale unconstrainedoptimization,” Technical Report CCIT No. 559, Technion, Israel Institute of Technology, Haifa, 2005.
2. A. Beck and M. Teboulle, “A fast iterative shrinkage thresholding algorithm for linear inverseproblems,” SIAM J. Imaging Sciences, vol. 2, no. 1:183202, 2009.