A primal-dual homotopy algorithm for $$\ell _{1}$$-minimization with $$\ell _{\infty }$$-constraints-Reference-Cited by-同舟云学术

A primal-dual homotopy algorithm for $$\ell _{1}$$-minimization with $$\ell _{\infty }$$-constraints

Published:2018-02-15 Issue:2 Volume:70 Page:443-478
ISSN:0926-6003
Container-title:Computational Optimization and Applications
language:en
Short-container-title:Comput Optim Appl

Author:

Brauer Christoph^ORCID,Lorenz Dirk A.^ORCID,Tillmann Andreas M.^ORCID

Funder

National Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Link

http://link.springer.com/article/10.1007/s10589-018-9983-4/fulltext.html

Reference30 articles.

1. Appa, G., Smith, C.: On $$L_{1}$$ and Chebyshev estimation. Math. Program. 5, 73–87 (1973). https://doi.org/10.1007/BF01580112

2. Asif, M.S.: Primal dual pursuit—a homotopy based algorithm for the Dantzig selector. Master’s thesis, Georgia Institute of Technology (2008)

3. Asif, M.S., Romberg, J.: Dantzig selector homotopy with dynamic measurements. In: Proceedings on SPIE 7246, Computational Imaging VII, 72460E (2009)

4. Asif, M.S., Romberg, J.: On the Lasso and Dantzig selector equivalence. In: Proceedings on CISS. IEEE (2010)

5. Blum, L.: A new simple homotopy algorithm for linear programming I. J. Complex. 4, 124–136 (1988)

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