Eventual linear convergence of the Douglas-Rachford iteration for basis pursuit

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...

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Bibliographic Details
Main Authors: Demanet, Laurent (Contributor), Zhang, Xiangxiong (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: 2017-06-27T17:10:40Z.
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