Solving Large Scale Quadratic Constrained Basis Pursuit
Optimization and Control
2021-04-07 v1 Information Theory
Machine Learning
Signal Processing
math.IT
Abstract
Inspired by alternating direction method of multipliers and the idea of operator splitting, we propose a efficient algorithm for solving large-scale quadratically constrained basis pursuit. Experimental results show that the proposed algorithm can achieve 50~~100 times speedup when compared with the baseline interior point algorithm implemented in CVX.
Cite
@article{arxiv.2104.02475,
title = {Solving Large Scale Quadratic Constrained Basis Pursuit},
author = {Jirong Yi},
journal= {arXiv preprint arXiv:2104.02475},
year = {2021}
}
Comments
5 pages, 1 figure