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A First-Order Smoothed Penalty Method for Compressed Sensing

โœ Scribed by Aybat, N. S.; Iyengar, G.


Book ID
118203623
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Tongue
English
Weight
385 KB
Volume
21
Category
Article
ISSN
1052-6234

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The paper introduces a smoothing technique for a lower order penalty function for constrained optimization problems (COP). It is proved that the optimal solution to the smoothed penalty optimization problem is a ฯต 2 -approximate optimal solution to the original optimization problem under some mild a