A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation

DOI10.1137/090747695zbMath1215.49039OpenAlexW2022611944MaRDI QIDQ2998011

Wotao Yin, Donald Goldfarb, ZaiWen Wen, Yin Zhang

Publication date: 17 May 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1e493bb0848b8a5e4003f3d98aa084462df78cad

zbMATH Keywords

continuation shrinkage active set compressive sensing $\ell_1$-minimization basis pursuit subspace optimization

Mathematics Subject Classification ID

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

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