This paper concerns with efficient projection onto the ordered weighted l_(1)norm ball,which is equivalent to the problem of finding projector onto the intersection of the monotone nonnegative cone and an affine subsp...This paper concerns with efficient projection onto the ordered weighted l_(1)norm ball,which is equivalent to the problem of finding projector onto the intersection of the monotone nonnegative cone and an affine subspace.Based on Lagrangian relaxation and secant approximation method,we propose an easily implementable yet efficient algorithm to solve the projection problem which is proved to terminate after a finite number of iterations.Furthermore,we design efficient implementations for our algorithm and compare it with a semismooth Newton(SSN)algorithm and a root-finding(Root-F)algorithm.Numerical results on a diversity of test problems show that our algorithm is superior than SSN and Root-F.展开更多
基金supported by the National Natural Science Foundation of China(No.11871153)the Natural Science Foundation of Fujian Province of China(No.2019J01644).
文摘This paper concerns with efficient projection onto the ordered weighted l_(1)norm ball,which is equivalent to the problem of finding projector onto the intersection of the monotone nonnegative cone and an affine subspace.Based on Lagrangian relaxation and secant approximation method,we propose an easily implementable yet efficient algorithm to solve the projection problem which is proved to terminate after a finite number of iterations.Furthermore,we design efficient implementations for our algorithm and compare it with a semismooth Newton(SSN)algorithm and a root-finding(Root-F)algorithm.Numerical results on a diversity of test problems show that our algorithm is superior than SSN and Root-F.
