Analysis and Generalizations of the Linearized Bregman Method

@article{Yin2010AnalysisAG,
  title={Analysis and Generalizations of the Linearized Bregman Method},
  author={Wotao Yin},
  journal={SIAM J. Imaging Sciences},
  year={2010},
  volume={3},
  pages={856-877}
}
This paper analyzes and improves the linearized Bregman method for solving the basis pursuit and related sparse optimization problems. The analysis shows that the linearized Bregman method has the exact regularization property; namely, it converges to an exact solution of the basis pursuit problem whenever its smooth parameter α is greater than a certain value. The analysis is based on showing that the linearized Bregman algorithm is equivalent to gradient descent applied to a certain dual… CONTINUE READING
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