TY - GEN
T1 - Accelerated Gradient Descent Method for Projections onto the ℓ1-Ball
AU - Rodriguez, Paul
N1 - Publisher Copyright:
© 2018 IEEE.
PY - 2018/8/27
Y1 - 2018/8/27
N2 - We present a computationally efficient algorithm to solve the projection onto the ℓ1-ball problem, which is cast as an equivalent univariate optimization problem by means of its dual formulation, the ℓ∞ proximity operator. Our algorithm, which is a customization of the Nesterov's accelerated gradient descent method, is empirically demonstrated to be faster than the state-of-the-art methods for the projection onto the ℓ1-ball problem.
AB - We present a computationally efficient algorithm to solve the projection onto the ℓ1-ball problem, which is cast as an equivalent univariate optimization problem by means of its dual formulation, the ℓ∞ proximity operator. Our algorithm, which is a customization of the Nesterov's accelerated gradient descent method, is empirically demonstrated to be faster than the state-of-the-art methods for the projection onto the ℓ1-ball problem.
KW - Accelerated gradient descent
KW - Projection onto the ball
KW - proximity operator
UR - http://www.scopus.com/inward/record.url?scp=85053879609&partnerID=8YFLogxK
U2 - 10.1109/IVMSPW.2018.8448778
DO - 10.1109/IVMSPW.2018.8448778
M3 - Conference contribution
AN - SCOPUS:85053879609
SN - 9781538609514
T3 - 2018 IEEE 13th Image, Video, and Multidimensional Signal Processing Workshop, IVMSP 2018 - Proceedings
BT - 2018 IEEE 13th Image, Video, and Multidimensional Signal Processing Workshop, IVMSP 2018 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 13th IEEE Image, Video, and Multidimensional Signal Processing Workshop, IVMSP 2018
Y2 - 10 June 2018 through 12 June 2018
ER -