Title
A dual split Bregman method for fast ℓ1 minimization.
Abstract
In this paper we propose a new algorithm for fast l(1) minimization as frequently arising in compressed sensing. Our method is based on a split Bregman algorithm applied to the dual of the problem of minimizing parallel to u parallel to(1) + 1/2 alpha parallel to u parallel to(2) such that u solves the under-determined linear system Au = f, which was recently investigated in the context of linearized Bregman methods. Furthermore, we provide a convergence analysis for split Bregman methods in general and show with our compressed sensing example that a split Bregman approach to the primal energy can lead to a different type of convergence than split Bregman applied to the dual, thus making the analysis of different ways to minimize the same energy interesting for a wide variety of optimization problems.
Year
DOI
Venue
2013
10.1090/S0025-5718-2013-02700-7
MATHEMATICS OF COMPUTATION
Keywords
Field
DocType
l(1) minimization,optimization algorithms,sparsity,compressed sensing,calculus of variation
Convergence (routing),Mathematical optimization,L1 minimization,Linear system,Calculus of variations,Bregman method,Minification,Optimization problem,Compressed sensing,Mathematics
Journal
Volume
Issue
ISSN
82
284
0025-5718
Citations 
PageRank 
References 
4
0.42
13
Authors
3
Name
Order
Citations
PageRank
Yi Yang1929.96
Michael Möller 00012718.70
Stanley Osher37973514.62