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Iterative hard thresholding methods for $$l_0$$ regularized convex cone programming. (English) Zbl 1308.65094
The author presents an iterative hard thresholding (IHT) method and its variant for solving a special $$l_0$$ regularized box constrained convex programming. The iteration complexity of the IHT method for finding an $$\epsilon$$-local-optimal solution of the problem is obtained. Furthermore, the author develops a method for solving $$l_0$$ regularized convex cone programming by applying the IHT method to its quadratic penalty relation and establishes its iteration complexity for finding an $$\epsilon$$-approximate local minimizer of the problem.

##### MSC:
 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming 90C25 Convex programming
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##### References:
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