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تسجيل مستخدم جديدOn the performance of algorithms for the minimization of $ell_1$-penalized functionals
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Ignace Loris
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The problem of assessing the performance of algorithms used for the minimization of an $ell_1$-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.
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