Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence

DOI10.1137/070698920zbMath1180.65076OpenAlexW2009702064MaRDI QIDQ3395007

Wotao Yin, E. T. Hale, Yin Zhang

Publication date: 20 August 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070698920

zbMATH Keywords

convergencenumerical resultsoperator splittingcontinuation methodcompressed sensingpath-following method\(l_1\) regularizationfix-point algorithmlarge-scale \(l_1\) regularized convex minimization problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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