Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415795 | Computational Statistics & Data Analysis | 2012 | 10 Pages |
Abstract
In this paper, we study the alternating direction method for finding the Dantzig selectors, which are first introduced in Candès and Tao (2007a). In particular, at each iteration we apply the nonmonotone gradient method proposed in Lu and Zhang (in press) to approximately solve one subproblem of this method. We compare our approach with a first-order method proposed in Becker et al. (2011). The computational results show that our approach usually outperforms that method in terms of CPU time while producing solutions of comparable quality.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Zhaosong Lu, Ting Kei Pong, Yong Zhang,