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A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization

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Abstract

This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion of ill-conditioned linear problems, in particular for computed tomography with the dictionary learning method. A comparison with other state-of-art methods shows a significant reduction of the number of iterations, which makes this algorithm appealing for practical use.

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Mirone, A., Paleo, P. A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization. Comput. Math. and Math. Phys. 57, 739–748 (2017). https://doi.org/10.1134/S0965542517040066

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  • DOI: https://doi.org/10.1134/S0965542517040066

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