joint l1-type regularizers

We propose a subspace-accelerated Bregman method for the linearly constrained minimization of functions of the form f(u)+tau_1 ||u||_1 + tau_2 ||D*u||_1, where f is a smooth convex function and D represents a linear operator, e.g. a finite difference operator, as in anisotropic Total Variation and fused-lasso regularizations. Problems of this type arise in a wide … Read more