SOR - and Jacobi - type iterative methods for solving l 1 - l 2 problems by way of Fenchel

نویسنده

  • Masao Fukushima
چکیده

We present an SOR-type algorithm and a Jacobi-type algorithm that can effectively be applied to the `1-`2 problem by exploiting its special structure. The algorithms are globally convergent and can be implemented in a particularly simple manner. Relations with coordinate minimization methods are discussed.

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Title SOR - and Jacobi - type iterative methods for solving l 1 - l 2 problems by way of Fenchel duality

We present an SOR-type algorithm and a Jacobi-type algorithm that can effectively be applied to the `1-`2 problem by exploiting its special structure. The algorithms are globally convergent and can be implemented in a particularly simple manner. Relations with coordinate minimization methods are discussed.

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تاریخ انتشار 2015