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The Research Seminar is a weekly space that focuses on various areas of applied mathematics, with special emphasis on Mathematical Optimization and Modeling. The main objective is to share the research results of the Modemat and put the researchers of the Center in contact with academics from all over the world, in person or through virtual platforms. Organizer of the seminar: Sergio González Andrade. To subscribe to the Seminar mailing list or propose a talk in it, please write to: sergio.gonzalez@epn.edu.ec

Second-order orthant-based methods with enriched Hessian information for sparse l1-optimization

Second-order orthant-based methods with enriched Hessian information for sparse l1-optimization

By Ing. Kleber Loaiza, Estudiante de la Maestría en Optimización Matemática EPN

Seminar Date: 2026-05-14

We present a second order algorithm, based on orthantwise directions, for solving optimization problems involving the sparsity enhancing l1-norm. The main idea of our method consists in modifying the descent orthantwise directions by using second order information both of the regular term and of the l1-norm. The weak second order information behind the l1-term is incorporated via a partial Huber regularization. One of the main features of our algorithm consists in a faster identification of the active set.

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