一种在紧框架下求解Analysis Dantzig-selector模型的快速算法

A Fast Algorithm for Solving Analysis Dantzig-selector Model under Tight Frame

Analysis Dantzig-selector模型是基于经典Dantzig-selector的l_(∞)限制的l_(1)分析模型。本文使用了紧框架下求解此模型的线性化交替方向乘子法,使得每个子问题都有显式解析解,并通过数值实验证明了该方法的有效可行性。

The Analysis Dantzig-selector model is a l_(∞) restricted l_(1) analysis model based on the classical Dantzig-selector model.In this paper,a linearized alternating direction multiplier method is used to solve this model under a tight framework,so that each subproblem has an explicit analytical solution.Numerical experiments show that this method is effective and feasible.