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math.OC2025
An iterative algorithm for the square-root Lasso
Patrizia Boccacci, Christine De Mol, Ignace Loris
In the framework of sparsity-enforcing regularisation for linear inverse problems, we consider the minimisation of a square-root Lasso cost function. To solve this problem we devis…
math.OC2024
Convergence analysis of a primal-dual optimization-by-continuation algorithm
Ignace Loris, Simone Rebegoldi
We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differenti…