Publications of Giampaolo Liuzzi

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 12-16  (Previous    Next)  

Giampaolo Liuzzi, Rinaldi F.

A first-order method for $ell_0$-penalized problems with simple constraints

ABSTRACT
This paper is concerned about the definition of a first-order method for the solution of $ell_0$-penalized problems with simple constraints. We propose a reduced dimension Frank-Wolfe algorithm and show that the subproblem related with computation of the FW direction can be solved analitically at least for some sets of simple constraints. The proposed method is applied to the numerical solution of two practical optimization problems, namely, the sparse principal component analysis and the sparse reconstruction of noisy signals. In both cases, the reported numerical performances and comparisons with state-of-the-art solvers show efficiency of the proposed method.
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