linearized bregman method

Accelerated Linearized Bregman Method

  • Bo Huang
  • Shiqian Ma
  • Donald Goldfarb
    • Categories Convex and Nonsmooth Optimization Tags , , , , ,

    In this paper, we propose and analyze an accelerated linearized Bregman (ALB) method for solving the basis pursuit and related sparse optimization problems. This accelerated algorithm is based on the fact that the linearized Bregman (LB) algorithm is equivalent to a gradient descent method applied to a certain dual formulation. We show that the LB … Read more