Finally, Newton hard thresholding pursuit is adopted to solve the sparsity constrained model. Numerical experiments demonstrate that the problem can be efficiently solved through the new merit function.doi:10.1137/19M1301539Shenglong ZhouM. Shang
We propose a fast Newton hard thresholding pursuit algorithm for sparsity constrained nonconvex optimization. Our proposed algorithm reduces the per-iteration time complexity to linear in the data dimension d compared with cubic time complexity in Newton's method, while preserving faster computational ...