Linearized alternating directions method for \(\ell_1\)-norm inequality constrained \(\ell_1\)-norm minimization

DOI10.1016/j.apnum.2014.05.012zbMath1295.65042MaRDI QIDQ2509909

Hong Zhu, Yun-hai Xiao, Shuhan Cao

Publication date: 31 July 2014

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2014.05.012

zbMATH Keywords

algorithm; global convergence; inequality constrained optimization; augmented Lagrangian function; numerical result; compressive sensing; \(\ell_1\)-norm minimization; alternating directions method; least squares regularization

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65K05: Numerical mathematical programming methods

90C05: Linear programming

Related Items

Simplified reproducing kernel method for impulsive delay differential equations, A proximal Peaceman-Rachford splitting method for compressive sensing

Uses Software

• PDCO
• SPGL1
• FPC_AS
• TwIST

Cites Work

• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing
• Splitting and linearizing augmented Lagrangian algorithm for subspace recovery from corrupted observations
• Atomic Decomposition by Basis Pursuit
• A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
• Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
• Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
• Probing the Pareto Frontier for Basis Pursuit Solutions
• Sparse Reconstruction by Separable Approximation
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• For most large underdetermined systems of equations, the minimal 𝓁₁‐norm near‐solution approximates the sparsest near‐solution
• Compressed sensing