L1/2L_{1/2} Regularization: Convergence of Iterative Half Thresholding Algorithm

In recent studies on sparse modeling, the nonconvex regularization approaches (particularly, $L_{q}$ regularization with $q\in(0,1)$) have been demonstrated to possess capability of gaining much benefit in sparsity-inducing and efficiency. As compared with the convex regularization approaches (say, $L_{1}$ regularization), however, the convergence issue of the corresponding algorithms are more difficult to tackle. In this paper, we deal with this difficult issue for a specific but typical nonconvex regularization scheme, the $L_{1/2}$ regularization, which has been successfully used to many applications. More specifically, we study the convergence of the iterative \textit{half} thresholding algorithm (the \textit{half} algorithm for short), one of the most efficient and important algorithms for solution to the $L_{1/2}$ regularization. As the main result, we show that under certain conditions, the \textit{half} algorithm converges to a local minimizer of the $L_{1/2}$ regularization, with an eventually linear convergence rate. The established result provides a theoretical guarantee for a wide range of applications of the \textit{half} algorithm. We provide also a set of simulations to support the correctness of theoretical assertions and compare the time efficiency of the \textit{half} algorithm with other known typical algorithms for $L_{1/2}$ regularization like the iteratively reweighted least squares (IRLS) algorithm and the iteratively reweighted $l_{1}$ minimization (IRL1) algorithm.Comment: 12 pages, 5 figure

Regularization Dependence of Running Couplings in Softly Broken Supersymmetry

We discuss the dependence of running couplings on the choice of regularization method in a general softly-broken N=1 supersymmetric theory. Regularization by dimensional reduction respects supersymmetry, but standard dimensional regularization does not. We find expressions for the differences between running couplings in the modified minimal subtraction schemes of these two regularization methods, to one loop order. We also find the two-loop renormalization group equations for gaugino masses in both schemes, and discuss the application of these results to the Minimal Supersymmetric Standard Model.Comment: 11 pages. v2: Signs of equations (1.2) and (4.2) are fixe