Variable projection without smoothness
Year: 2016
Type: preprint
Abstract: Variable projection is a powerful technique in optimization. Over the last 30 years, it has been applied broadly, with empirical and theoretical results demonstrating both greater efficacy and greater stability than competing approaches. In this paper, we illustrate the technique on a large class of structured nonsmooth optimization problems, with numerical examples in sparse deconvolution and machine learning applications.
Source: arXiv (Cornell University)
Authors: A Y Aravkin, D Drusvyatskiy, T Van Leeuwen
Language: English
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2361279228