Eventual linear convergence of the Douglas-Rachford iteration for basis pursuit
We provide a simple analysis of the Douglas-Rachford splitting algorithm in the context of ℓ[superscript 1] minimization with linear constraints, and quantify the asymptotic linear convergence rate in terms of principal angles between relevant vector spaces. In the compressed sensing setting, we sho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/1721.1/110312 https://orcid.org/0000-0001-7052-5097 |