On the performance of algorithms for the minimization of ℓ 1 -penalized functionals

DOI10.1088/0266-5611/25/3/035008MaRDI QIDQ3616366zbMATH OpenOpenAlexFDO

Authors Ignace Loris

Publication date 25 March 2009

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.4082

zbMATH Keywords

algorithmsnumerical exampleslinear inverse problemsill-conditioned problemsiterative minimizationleast-squares functional

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Ill-posedness and regularization problems in numerical linear algebra (65F22)

Abstract: The problem of assessing the performance of algorithms used for the minimization of an $el{l}_1$-penalized least-squares functional, for a range of penalty parameters, is investigated. A criterion that uses the idea of `approximation isochrones' is introduced. Five different iterative minimization algorithms are tested and compared, as well as two warm-start strategies. Both well-conditioned and ill-conditioned problems are used in the comparison, and the contrast between these two categories is highlighted.

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