2 research outputs found

    On the performance of algorithms for the minimization of â„“1\ell_1-penalized functionals

    Full text link
    The problem of assessing the performance of algorithms used for the minimization of an â„“1\ell_1-penalized least-squares functional, for a range of penalty parameters, is investigated. A criterion that uses the idea of `approximation isochrones' is introduced. Five different iterative minimization algorithms are tested and compared, as well as two warm-start strategies. Both well-conditioned and ill-conditioned problems are used in the comparison, and the contrast between these two categories is highlighted.Comment: 18 pages, 10 figures; v3: expanded version with an additional synthetic test problem
    corecore