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arXiv · 1309.2094

The Linearized Bregman Method via Split Feasibility Problems: Analysis and Generalizations

Dirk A. Lorenz·Frank Schöpfer·Stephan Wenger
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Abstract

The linearized Bregman method is a method to calculate sparse solutions to systems of linear equations. We formulate this problem as a split feasibility problem, propose an algorithmic framework based on Bregman projections and prove a general convergence result for this framework. Convergence of the linearized Bregman method will be obtained as a special case. Our approach also allows for several generalizations such as other objective functions, incremental iterations, incorporation of non-gaussian noise models or box constraints.

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Dirk A. Lorenz, Frank Schöpfer, Stephan Wenger. 2013-09-10. The Linearized Bregman Method via Split Feasibility Problems: Analysis and Generalizations. https://arxiv.org/abs/1309.2094

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