Papers › A conjugate subgradient algorithm with adaptive preconditioning for LASSO minimization
A conjugate subgradient algorithm with adaptive preconditioning for LASSO minimization
Alessandro Mirone, Pierre Paleo
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This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion of ill-conditioned linear problems, in particular for computed tomography with the dictionary learning method. A comparison with other state-of-art methods shows a significant reduction of the number of iterations, which makes this algorithm appealing for practical use.
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