Accelerated linearized Bregman method (Q1945379): Difference between revisions

The authors consider the following optimization problem \[ \min_{x\in\mathbb{R}^n}\, J(x)\quad\text{s.t. } Ax=b, \] and as the important instance the so-called basis pursuit problem \[ \min_{x\in\mathbb{R}^n}\,\| x\|_1\quad\text{s.t. }Ax=b, \] and propose and analyse an accelerated linearized Bregman method for solving the basis pursuit and related sparse optimization problems.