Nonmonotone Barzilai-Borwein Gradient Algorithm for ${\ell }_1$-Regularized Nonsmooth Minimization in Compressive Sensing

Yunhai Xiao, Soon-Yi Wu, Liqun Qi

This paper is devoted to minimizing the sum of a smooth function and a nonsmooth ${\ell }_1$-regularized term. This problem as a special cases includes the ${\ell }_1$-regularized convex…