A First-Order Augmented Lagrangian Method for Compressed Sensing
نویسندگان
چکیده
منابع مشابه
A First-Order Augmented Lagrangian Method for Compressed Sensing
We propose a first-order augmented Lagrangian algorithm (FAL) for solving the basis pursuit problem. FAL computes a solution to this problem by inexactly solving a sequence of `1-regularized least squares sub-problems. These sub-problems are solved using an infinite memory proximal gradient algorithm wherein each update reduces to “shrinkage” or constrained “shrinkage”. We show that FAL converg...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/100786721