NESTA

swMATH6576MaRDI QIDQ18668FDOQ18668

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Described by source

• NESTA: A fast and accurate first-order method for sparse recovery

Cited In (only showing first 100 items - show all)

• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Iterative choice of the optimal regularization parameter in TV image restoration
• A distributed algorithm for fitting generalized additive models
• A second-order method for strongly convex \(\ell _1\)-regularization problems
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• An optimal method for stochastic composite optimization
• A unified primal-dual algorithm framework based on Bregman iteration
• An efficient augmented Lagrangian method with applications to total variation minimization
• Analysis and generalizations of the linearized Bregman method
• On the regularizing behavior of the SDA and SDC gradient methods in the solution of linear ill-posed problems
• A significance test for the lasso
• A proximal strictly contractive Peaceman-Rachford splitting method for convex programming with applications to imaging
• The geometry of least squares in the 21st century
• Finding low-rank solutions via nonconvex matrix factorization, efficiently and provably
• Sparse occlusion detection with optical flow
• Fast alternating direction optimization methods
• Discussion: ``A significance test for the lasso
• Sparse channel separation using random probes
• An accelerated linearized alternating direction method of multipliers
• A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
• A first-order smoothed penalty method for compressed sensing
• Alternating direction algorithms for \(\ell_1\)-problems in compressive sensing
• Accelerated gradient boosting
• A non-adapted sparse approximation of PDEs with stochastic inputs
• A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints
• Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing
• An accelerated proximal gradient algorithm for frame-based image restoration via the balanced approach
• Sparse image and signal processing. Wavelets, curvelets, morphological diversity
• ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals
• A Trust-region Method for Nonsmooth Nonconvex Optimization
• Matrix-free interior point method for compressed sensing problems
• A dual method for minimizing a nonsmooth objective over one smooth inequality constraint
• Restoration of images based on subspace optimization accelerating augmented Lagrangian approach
• Proximal methods for the latent group lasso penalty
• Generalized row-action methods for tomographic imaging
• Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems
• Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing
• A modified Newton projection method for \(\ell _1\)-regularized least squares image deblurring
• A unified approach for minimizing composite norms
• Rejoinder: ``A significance test for the lasso
• Implementation of an optimal first-order method for strongly convex total variation regularization
• Inexact and accelerated proximal point algorithms
• Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement
• Fast global convergence of gradient methods for high-dimensional statistical recovery
• Restoring Poissonian images by a combined first-order and second-order variation approach
• Proximity point algorithm for low-rank matrix recovery from sparse noise corrupted data
• Reweighted minimization model for MR image reconstruction with split Bregman method
• Sparse microwave imaging: principles and applications
• A non-convex regularization approach for compressive sensing
• The solution path of the generalized lasso
• An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• Combining line search and trust-region methods forℓ1-minimization
• An \(\mathcal O(1/{k})\) convergence rate for the variable stepsize Bregman operator splitting algorithm
• Solving basis pursuit: heuristic optimality check and solver comparison
• Discussion: ``A significance test for the lasso
• Continuous multiclass labeling approaches and algorithms
• Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
• Structured sparsity through convex optimization
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• Templates for convex cone problems with applications to sparse signal recovery
• A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization, and continuation
• Solvability of monotone tensor complementarity problems
• Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications
• IMRO: A proximal quasi-Newton method for solving \(\ell_1\)-regularized least squares problems
• A first-order augmented Lagrangian method for compressed sensing
• Second order total generalized variation for Speckle reduction in ultrasound images
• Adaptive smoothing algorithms for nonsmooth composite convex minimization
• The Moreau envelope based efficient first-order methods for sparse recovery
• An active-set proximal quasi-Newton algorithm for ℓ<sub>1</sub>-regularized minimization over a sphere constraint
• Implicit regularization with strongly convex bias: Stability and acceleration
• A projected gradient method for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• Improved Recovery Guarantees and Sampling Strategies for TV Minimization in Compressive Imaging
• Norm sensitivity of sparsity regularization with respect to p
• An introduction to compressed sensing
• Reprint of ``Nesterov's algorithm solving dual formulation for compressed sensing
• WARPd: a linearly convergent first-order primal-dual algorithm for inverse problems with approximate sharpness conditions
• A simple homotopy proximal mapping algorithm for compressive sensing
• On the convergence of a class of inertial dynamical systems with Tikhonov regularization
• Signal reconstruction by conjugate gradient algorithm based on smoothing \(l_1\)-norm
• Nonmonotone adaptive Barzilai-Borwein gradient algorithm for compressed sensing
• Harmonic analysis on directed graphs and applications: from Fourier analysis to wavelets
• Collaborative block compressed sensing reconstruction with dual-domain sparse representation
• Two sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensing
• A nonlinear PDE-based method for sparse deconvolution
• An FFT-based fast gradient method for elastic and inelastic unit cell homogenization problems
• A new piecewise quadratic approximation approach for \(L_0\) norm minimization problem
• An Efficient Proximity Point Algorithm for Total-Variation-Based Image Restoration
• A preconditioner for a primal-dual Newton conjugate gradient method for compressed sensing problems
• A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
• Generalized conditional gradient for sparse estimation
• On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
• A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso
• A modulus-based iterative method for sparse signal recovery
• Robust Manhattan non-negative matrix factorization for image recovery and representation
• An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data

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