Loris, Ignace; Verhoeven, Caroline - In: Computational Optimization and Applications 54 (2013) 2, pp. 399-416
We propose an iterative algorithm for the minimization of a ℓ <Subscript>1</Subscript>-norm penalized least squares functional, under additional linear constraints. The algorithm is fully explicit: it uses only matrix multiplications with the three matrices present in the problem (in the linear constraint, in the...</subscript>