An accelerated Newton's method for projections onto the ℓ1-ball

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Resumen

We present a simple and computationally efficient algorithm, based on the accelerated Newton's method, to solve the root finding problem associated with the projection onto the ℓ1-ball problem. Considering an interpretation of the Michelot's algorithm as Newton method, our algorithm can be understood as an accelerated version of the Michelot's algorithm, that needs significantly less major iterations to converge to the solution. Although the worst-case performance of the propose algorithm is O(n2), it exhibits in practice an O(n) performance and it is empirically demonstrated that it is competitive or faster than existing methods.

Idioma originalInglés
Título de la publicación alojada2017 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2017 - Proceedings
EditoresNaonori Ueda, Jen-Tzung Chien, Tomoko Matsui, Jan Larsen, Shinji Watanabe
EditorialIEEE Computer Society
Páginas1-4
Número de páginas4
ISBN (versión digital)9781509063413
DOI
EstadoPublicada - 5 dic. 2017
Evento2017 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2017 - Tokyo, Japón
Duración: 25 set. 201728 set. 2017

Serie de la publicación

NombreIEEE International Workshop on Machine Learning for Signal Processing, MLSP
Volumen2017-September
ISSN (versión impresa)2161-0363
ISSN (versión digital)2161-0371

Conferencia

Conferencia2017 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2017
País/TerritorioJapón
CiudadTokyo
Período25/09/1728/09/17

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