Fixed-point continuation for \ell_1-minimization: Methodology and convergence

Elaine T Hale Wotao Yin Yin Zhang

Numerical Analysis and Scientific Computing mathscidoc:1912.43770

SIAM Journal on Optimization, 19, (3), 1107-1130, 2008.10
We present a framework for solving the large-scale \ell_1-regularized convex minimization problem:<div class="gsh_dspfr">\ell_1
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@inproceedings{elaine2008fixed-point,
  title={Fixed-point continuation for \ell_1-minimization: Methodology and convergence},
  author={Elaine T Hale, Wotao Yin, and Yin Zhang},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205700304638334},
  booktitle={SIAM Journal on Optimization},
  volume={19},
  number={3},
  pages={1107-1130},
  year={2008},
}
Elaine T Hale, Wotao Yin, and Yin Zhang. Fixed-point continuation for \ell_1-minimization: Methodology and convergence. 2008. Vol. 19. In SIAM Journal on Optimization. pp.1107-1130. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205700304638334.
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