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153 - I. Loris , M. Bertero , C. De Mol 2009
We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks. The method ex ploits a line-search along the feasible direction and an adaptive steplength selection based on recent strategies for the alternation of the well-known Barzilai-Borwein rules. The convergence of the proposed approach is discussed and a computational study on both well-conditioned and ill-conditioned problems is carried out for performance evaluations in comparison with five other algorithms proposed in the literature.
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