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Erschienen in:
2012 | OriginalPaper | Buchkapitel
A Continuation Log-Barrier Method for ℓ1_regularized Least Square
verfasst von : Min Zhang, Dongfang Chen
Erschienen in: Foundations of Intelligent Systems
Verlag: Springer Berlin Heidelberg
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Recently, there are increasing attention paid on compressed sensing which is distinct different from traditional signal processing and image reconstructed from indirect or incomplete measurement, especially ℓ 1-norm problem which is transformed from compressive sensing. The idea of ℓ 1_regularization, as the one of ℓ 1-norm, has been receiving a lot of interest in signal processing, image recovery and statistic, etc. This paper will introduces a continuation log-barrier method for solving ℓ 1_regularized least squares problem in the field of compressive sensing, which is a second-order method. Our work is inspired by the work in [4] and continuation idea, and the paper will introduce the continuation technique to increase the convergence rate. Therefore, Our continuation log-barrier method for ℓ 1_regularized least square problem is accurate and fast in the sense.