Parallel and distributed computation: numerical methods
Parallel and distributed computation: numerical methods
Atomic Decomposition by Basis Pursuit
SIAM Review
Convex Optimization
Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions
Foundations of Computational Mathematics
A descent method for structured monotone variational inequalities
Optimization Methods & Software
Sparse reconstruction by separable approximation
IEEE Transactions on Signal Processing
Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
SIAM Journal on Optimization
Probing the Pareto Frontier for Basis Pursuit Solutions
SIAM Journal on Scientific Computing
A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
SIAM Journal on Imaging Sciences
A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
SIAM Journal on Imaging Sciences
The Split Bregman Method for L1-Regularized Problems
SIAM Journal on Imaging Sciences
Removing Multiplicative Noise by Douglas-Rachford Splitting Methods
Journal of Mathematical Imaging and Vision
A Unified Primal-Dual Algorithm Framework Based on Bregman Iteration
Journal of Scientific Computing
Operator Splittings, Bregman Methods and Frame Shrinkage in Image Processing
International Journal of Computer Vision
A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging
Journal of Mathematical Imaging and Vision
A coordinate gradient descent method for l1-regularized convex minimization
Computational Optimization and Applications
Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
SIAM Journal on Scientific Computing
NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
SIAM Journal on Imaging Sciences
Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
SIAM Journal on Optimization
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
IEEE Transactions on Information Theory
A New TwIST: Two-Step Iterative Shrinkage/Thresholding Algorithms for Image Restoration
IEEE Transactions on Image Processing
Recovering low-rank matrices from corrupted observations via the linear conjugate gradient algorithm
Journal of Computational and Applied Mathematics
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In this paper, we propose, analyze and test primal and dual versions of the alternating direction algorithm for the sparse signal reconstruction from its major noise contained observation data. The algorithm minimizes a convex non-smooth function consisting of the sum of l 1-norm regularization term and l 1-norm data fidelity term. We minimize the corresponding augmented Lagrangian function alternatively from either primal or dual forms. Both of the resulting subproblems admit explicit solutions either by using a one-dimensional shrinkage or by an efficient Euclidean projection. The algorithm is easily implementable and it requires only two matrix-vector multiplications per-iteration. The global convergence of the proposed algorithm is established under some technical conditions. The extensions to the non-negative signal recovery problem and the weighted regularization minimization problem are also discussed and tested. Numerical results illustrate that the proposed algorithm performs better than the state-of-the-art algorithm YALL1.