Eventual linear convergence of the Douglas-Rachford iteration for basis pursuit
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Publication:3450036
DOI10.1090/mcom/2965zbMath1329.49050arXiv1301.0542MaRDI QIDQ3450036
Laurent Demanet, Xiangxiong Zhang
Publication date: 2 November 2015
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.0542
relaxation parameter; compressed sensing; basis pursuit; Douglas-Rachford splitting algorithm; \(\ell^1\)-minimization; asymptotic linear convergence rate
65K05: Numerical mathematical programming methods
90C25: Convex programming
49M29: Numerical methods involving duality
49M20: Numerical methods of relaxation type
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