Compressed Newton-direction-based Thresholding Methods for Sparse Optimization Problems
To address the high computational cost and difficulty in balancing convergence efficiency of thresholding-based Newton-type methods for sparse optimization, this paper proposes a Compressed Newton Thresholding Optimization framework. It compresses the Newton direction onto a low-dimensional subspace and incorporates diagonal regularization, yielding two novel algorithms: Compressed Newton Hard Thresholding Pursuit (CNHTP) and Compressed Newton Optimal Thresholding Pursuit (CNOTP). Under the Restricted Isometry Property (RIP), we establish rigorous theoretical guarantees of global convergence. The algorithms integrate compressed direction computation, adaptive thresholding selection, and regularization, preserving Newton-type convergence rates while significantly reducing per-iteration complexity. Experiments demonstrate that the proposed methods match state-of-the-art algorithms in recovery success rate and solution accuracy, while achieving superior computational efficiency and robustness.