Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
نویسندگان
چکیده
منابع مشابه
Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
The notion of soft thresholding plays a central role in problems from various areas of applied mathematics, in which the ideal solution is known to possess a sparse decomposition in some orthonormal basis. Using convex-analytical tools, we extend this notion to that of proximal thresholding and investigate its properties, providing in particular several characterizations of such thresholders. W...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060669498