SPGL1
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Cited in
(only showing first 100 items - show all)- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- Numerical integration in multiple dimensions with designed quadrature
- Compressive sensing with cross-validation and stop-sampling for sparse polynomial chaos expansions
- Nonconvex flexible sparsity regularization: theory and monotone numerical schemes
- Randomized block proximal damped Newton method for composite self-concordant minimization
- Enabling numerically exact local solver for waveform inversion -- a low-rank approach
- Signal reconstruction by conjugate gradient algorithm based on smoothing \(l_1\)-norm
- Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices
- Nonmonotone adaptive Barzilai-Borwein gradient algorithm for compressed sensing
- Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems
- Reconstruction of jointly sparse vectors via manifold optimization
- Easy implementation of advanced tomography algorithms using the ASTRA toolbox with spot operators
- Two-dimensional random projection
- Sparse polynomial chaos expansions: literature survey and benchmark
- The modified accelerated Bregman method for regularized basis pursuit problem
- Generalization bounds for sparse random feature expansions
- Compressed sensing in the spherical near-field to far-field transformation
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- On optimal solutions of the constrained \({\ell}_{0}\) regularization and its penalty problem
- Lattice-based patterned fabric inspection by using total variation with sparsity and low-rank representations
- Fixed point and Bregman iterative methods for matrix rank minimization
- Optimized Sampling for Multiscale Dynamics
- Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Numerical methods for A-optimal designs with a sparsity constraint for ill-posed inverse problems
- Sparse approximate solution of partial differential equations
- Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint
- Algorithms that satisfy a stopping criterion, probably
- Sparsity optimization in design of multidimensional filter networks
- Gradient descent and fast artificial time integration
- A cyclic projected gradient method
- A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
- Greedy subspace pursuit for joint sparse recovery
- Infinite-dimensional compressed sensing and function interpolation
- Accelerated linearized Bregman method
- On the representation of functions with Gaussian wave packets
- A performance guarantee for orthogonal matching pursuit using mutual coherence
- A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions
- Sampling and reconstruction of solutions to the Helmholtz equation
- A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP
- Constructing \(L_1\)-graphs for subspace learning via recurrent neural networks
- Accelerating Sparse Recovery by Reducing Chatter
- Relationship between the optimal solutions of least squares regularized with \(\ell_{0}\)-norm and constrained by \(k\)-sparsity
- The smoothing FR conjugate gradient method for solving a kind of nonsmooth optimization problem with \(l_1\)-norm
- Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence
- Phase transitions for greedy sparse approximation algorithms
- On efficiently solving the subproblems of a level-set method for fused lasso problems
- Non-uniform recovery guarantees for binary measurements and infinite-dimensional compressed sensing
- A level-set method for convex optimization with a feasible solution path
- Joint sparse recovery based on variances
- A proximal strictly contractive Peaceman-Rachford splitting method for convex programming with applications to imaging
- The quest for optimal sampling: computationally efficient, structure-exploiting measurements for compressed sensing
- Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation
- Iterative algorithms for total variation-like reconstructions in seismic tomography
- Nonsmooth sparsity constrained optimization problems: optimality conditions
- \(L^1\) regularization method in electrical impedance tomography by using the \(L^1\)-curve (Pareto frontier curve)
- Generalized Kalman smoothing: modeling and algorithms
- Efficient projection algorithms onto the weighted \(\ell_1\) ball
- Stochastic collocation algorithms using \(l_1\)-minimization for Bayesian solution of inverse problems
- Least sparsity of \(p\)-norm based optimization problems with \(p>1\)
- Compressive sampling and \(\ell_1\) minimization for SAR imaging with low sampling rate
- An efficient proximal block coordinate homotopy method for large-scale sparse least squares problems
- A filtered bucket-clustering method for projection onto the simplex and the \(\ell_1\) ball
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
- Compressed solving: a numerical approximation technique for elliptic PDEs based on compressed sensing
- Recovering Wavelet Coefficients from Binary Samples Using Fast Transforms
- Parallel multipopulation optimization for belief rule base learning
- Convergence and stability analysis of iteratively reweighted least squares for noisy block sparse recovery
- A perturbation view of level-set methods for convex optimization
- Saturating splines and feature selection
- Penalty methods for a class of non-Lipschitz optimization problems
- An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
- Spherical designs and nonconvex minimization for recovery of sparse signals on the sphere
- Level set methods for stochastic discontinuity detection in nonlinear problems
- Matrix-free convex optimization modeling
- A hybrid quasi-Newton projected-gradient method with application to lasso and basis-pursuit denoising
- The distance between convex sets with Minkowski sum structure: application to collision detection
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Nonuniform recovery of fusion frame structured sparse signals
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- Fast projection onto the simplex and the l₁ ball
- New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- Convergence of fixed-point continuation algorithms for matrix rank minimization
- New strong convergence method for the sum of two maximal monotone operators
- Source localization using a sparse representation framework to achieve superresolution
- Alternating direction method of multipliers for solving dictionary learning models
- Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares
- ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals
- Iterative method with inertial terms for nonexpansive mappings: applications to compressed sensing
- Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing
- Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty
- A projection method for convex constrained monotone nonlinear equations with applications
- A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials
- A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem
- Sparse solutions of a class of constrained optimization problems
- Matrix-free interior point method for compressed sensing problems
- Numerical analysis for conservation laws using \(l_1\) minimization
- Convex optimization under combinatorial sparsity constraints
- A dual method for minimizing a nonsmooth objective over one smooth inequality constraint
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