A Primal-Dual Homotopy Algorithm for ${\ell }_1$-Minimization with ${\ell }_{\infty }$-Constraints

Christoph Brauer, Dirk A. Lorenz, Andreas M. Tillmann

In this paper we propose a primal-dual homotopy method for ${\ell }_1$-minimization problems with infinity norm constraints in the context of sparse reconstruction. The natural homoto…