A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715)

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scientific article; zbMATH DE number 6887477
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    A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints
    scientific article; zbMATH DE number 6887477

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      A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (English)
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      13 June 2018
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      convex optimization
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      Dantzig selector
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      homotopy methods
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      nonsmooth optimization
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      primal-dual methods
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