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

DOI10.1088/0266-5611/25/3/035008zbMATH Open1162.65333arXiv0710.4082OpenAlexW2028452438MaRDI QIDQ3616366FDOQ3616366

Ignace Loris

Publication date: 25 March 2009

Published in: Inverse Problems (Search for Journal in Brave)

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.

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)

Cited In (10)

• Elastic-Net Regularization: Iterative Algorithms and Asymptotic Behavior of Solutions
• A Survey of Compressed Sensing
• Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO
• Bregmanized domain decomposition for image restoration
• Accelerating gradient projection methods for \(\ell _1\)-constrained signal recovery by steplength selection rules
• Convex optimization approach to signals with fast varying instantaneous frequency
• Nonlinear regularization techniques for seismic tomography
• Acceleration of sequential subspace optimization in Banach spaces by orthogonal search directions
• L1Packv2: A Mathematica package for minimizing an \(\ell _{1}\)-penalized functional
• Elastic-net regularization for nonlinear electrical impedance tomography with a splitting approach

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