Dual Iterative Hard Thresholding: From Non-convex Sparse Minimization to Non-smooth Concave Maximization

Bo Liu, Xiao-Tong Yuan, Lezi Wang, Qingshan Liu, Dimitris N. Metaxas

Abstract: Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practic...