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Main Authors: Yata, Wataru, Yamada, Isao
Format: Preprint
Published: 2023
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Online Access:https://arxiv.org/abs/2309.14082
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author Yata, Wataru
Yamada, Isao
author_facet Yata, Wataru
Yamada, Isao
contents For the constrained LiGME model, a nonconvexly regularized least squares estimation model, we present an iterative algorithm of guaranteed convergence to its globally optimal solution. The proposed algorithm can deal with two different types of constraints simultaneously. The first type constraint, called the asymptotic one, requires the limit of estimation sequence to achieve the corresponding condition. The second type constraint, called the early one, requires every vector in estimation sequence to achieve the condition. We also propose a bivariate nonconvex enhancement of fused lasso models with effective constraint for sparse piecewise constant signal estimations. (This is an improved version of [Yata and Yamada, ICASSP 2024].)
format Preprint
id arxiv_https___arxiv_org_abs_2309_14082
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Imposing early and asymptotic constraints on LiGME with application to bivariate nonconvex enhancement of fused lasso models
Yata, Wataru
Yamada, Isao
Optimization and Control
For the constrained LiGME model, a nonconvexly regularized least squares estimation model, we present an iterative algorithm of guaranteed convergence to its globally optimal solution. The proposed algorithm can deal with two different types of constraints simultaneously. The first type constraint, called the asymptotic one, requires the limit of estimation sequence to achieve the corresponding condition. The second type constraint, called the early one, requires every vector in estimation sequence to achieve the condition. We also propose a bivariate nonconvex enhancement of fused lasso models with effective constraint for sparse piecewise constant signal estimations. (This is an improved version of [Yata and Yamada, ICASSP 2024].)
title Imposing early and asymptotic constraints on LiGME with application to bivariate nonconvex enhancement of fused lasso models
topic Optimization and Control
url https://arxiv.org/abs/2309.14082