On the performance of algorithms used for the minimization of l1-penalized functionals
نویسنده
چکیده
The problem of assessing the performance of algorithms used for the minimization of an l1-penalized least-squares functional, for a range of penalization parameters, is investigated. A criterion that uses the idea of ‘approximation isochrones’ is introduced.
منابع مشابه
On the performance of algorithms for the minimization of l1-penalized functionals
The problem of assessing the performance of algorithms used for the minimization of an l1-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-c...
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