[BANANA] Linear Algebra and Optimization Seminar

[Michael A. Saunders]

     Linear Algebra and Optimization Seminar
     Stanford University
     http://icme.stanford.edu/seminars/seminar.php?seminar_id=2&current=true

     4:15pm Wed October 17, 2007
     Rm 326 Wallenberg Hall (Bldg 160)

     In pursuit of a root

     Michael Friedlander (University of British Columbia)
     http://www.cs.ubc.ca/~mpf/

The basis pursuit problem seeks a minimum one-norm solution of an
underdetermined least-squares problem. Basis pursuit denoise fits the
least-squares problem only approximately, and a single parameter
determines a curve that traces the optimal trade-off between the
least-squares fit and the one-norm of the solution. We discuss the
role of duality in revealing some useful properties of this curve. We
exploit these properties to derive a root-finding algorithm, suitable
for large-scale problems, for finding arbitrary points on the optimal
trade-off curve.