A Gradient Projection Algorithm with a New Stepsize for Nonnegative Sparsity-Constrained Optimization

Abstract EN

Nonnegative sparsity-constrained optimization problem arises in many fields, such as the linear compressing sensing problem and the regularized logistic regression cost function.

In this paper, we introduce a new stepsize rule and establish a gradient projection algorithm.

We also obtain some convergence results under milder conditions.