A preconditioned conjugate gradient method with active set strategy for \(\ell_1\)-regularized least squares

DOI10.1007/s40305-018-0202-xzbMath1424.90191MaRDI QIDQ2422134

Wanyou Cheng, Dong-hui Li

Publication date: 18 June 2019

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-018-0202-x

zbMATH Keywords

precondition; conjugate gradient method; compressed sensing; \(\ell_1\)-regularized optimization

Mathematics Subject Classification ID

90C25: Convex programming

90C06: Large-scale problems in mathematical programming

90C20: Quadratic programming

94A08: Image processing (compression, reconstruction, etc.) in information and communication theory

65Y20: Complexity and performance of numerical algorithms

Uses Software

• PDCO
• FPC_AS
• TwIST