The In-Crowd Algorithm for Fast Basis Pursuit Denoising

@article{Gill2011TheIA,
  title={The In-Crowd Algorithm for Fast Basis Pursuit Denoising},
  author={Patrick Robert Gill and Albert Wang and Alyosha C. Molnar},
  journal={IEEE Transactions on Signal Processing},
  year={2011},
  volume={59},
  pages={4595-4605}
}
We introduce a fast method, the “in-crowd” algorithm, for finding the exact solution to basis pursuit denoising problems. The in-crowd algorithm discovers a sequence of subspaces guaranteed to arrive at the support set of the final solution of l1 -regularized least squares problems. We provide theorems showing that the in-crowd algorithm always converges to the correct global solution to basis pursuit denoising problems. We show empirically that the in-crowd algorithm is faster than the best… CONTINUE READING

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