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Cited by 1,414

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing

Yin, Wotao, Osher, Stanley, Goldfarb, Donald, Darbon, Jerome·2008·SIAM Journal on Imaging Sciences

Abstract

We propose simple and extremely efficient methods for solving the basis pursuit problem $\min\{\|u\|_1 : Au = f, u\in\mathbb{R}^n\},$ which is used in compressed sensing. Our methods are based on Bregman iterative regularization, and they give a very accurate solution after solving only a very small number of instances of the unconstrained problem $\min_{u\in\mathbb{R}^n} \mu\|u\|_1+\frac{1}{2}\|Au-f^k\|_2^2$ for given matrix A and vector $f^k$. We show analytically that this iterative approach yields exact solutions in a finite number of steps and present numerical results that demonstrate that as few as two to six iterations are sufficient in most cases. Our approach is especially useful for many compressed sensing applications where matrix-vector operations involving A and $A^\top$ can be computed by fast transforms. Utilizing a fast fixed-point continuation solver that is based solely on such operations for solving the above unconstrained subproblem, we were able to quickly solve huge instances of compressed sensing problems on a standard PC.

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Metadata

Authors
Yin, W., Osher, S., Goldfarb, D., & Darbon, J.
Venue
SIAM Journal on Imaging Sciences
Published
2008-01
Volume
1
Issue
1
Pages
143-168
ISSN
1936-4954 (ISSN-L)
OpenAlex
W1996287810
Cited by
1,414
References
3
FWCI
78.07
Type
journal article
Language
en
Open access
closed

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