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Templates for Convex Cone Problems with Applications to Sparse Signal Recovery
Optimal first-order methods Nesterov’s accelerated descent algorithms proximal algorithms conic duality smoothing by conjugation the Dantzig selector the LASSO nuclearnorm minimization
2015/6/17
This paper develops a general framework for solving a variety of convex cone problems that frequently arise in signal processing, machine learning, statistics, and other fields. The approach works as ...