The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/110833543
Reference48 articles.
1. Interior Gradient and Proximal Methods for Convex and Conic Optimization
2. Templates for convex cone problems with applications to sparse signal recovery
3. Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
4. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
5. Linearized Bregman iterations for compressed sensing
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