Title
Greedy Minimization Of L-1-Norm With High Empirical Success
Abstract
We develop a greedy algorithm for the basis-pursuit problem. The algorithm is empirically found to provide the same solution as convex optimization based solvers. The method uses only a subset of the optimization variables in each iteration and iterates until an optimality condition is satisfied. In simulations, the algorithm converges faster than standard methods when the number of measurements is small and the number of variables large.
Year
Venue
Keywords
2015
2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP)
Convex optimization, basis-pursuit, greedy algorithms
DocType
ISSN
Citations 
Conference
1520-6149
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Martin Sundin1396.18
Saikat Chatterjee2245.32
Magnus Jansson382.57