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    A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
    13 years 10 months ago
    A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
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    We propose a fast algorithm for solving the ℓ1-regularized minimization problem minx∈Rn µ x 1 + Ax − b 2 2 for recovering sparse solutions to an undetermined system of linea...
    Zaiwen Wen, Wotao Yin, Donald Goldfarb, Yin Zhang
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