ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857)
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scientific article; zbMATH DE number 6217379
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| English | ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals |
scientific article; zbMATH DE number 6217379 |
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ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (English)
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21 October 2013
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This article develops an algorithm for underdetermined least squares problems with 1-norm constraint on the solution. It relies on a modified Nestorev method that periodically updates the prox-center optimally and renders the proposed method almost always linearly convergent. The method is then applied to find the minimum 1-norm solution to an underdetermined least squares problem when teamed with the Pareto root finder. Numerical tests show that these methods achieve comparable numerical results in comparable time for such a problem in image processing and other areas of application.
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least squares problem
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Nesterov's method
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basis pursuit
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denoising problem
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Pareto root finder
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convex minimization
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numerical example
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algorithm
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1-norm constraint
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minimum 1-norm solution
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image processing
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0.7992106676101685
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0.7831310033798218
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0.7810691595077515
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0.7798960208892822
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