@article {vandenberg2011SIAMsol,
	title = {Sparse optimization with least-squares constraints},
	journal = {SIAM Journal on Optimization},
	volume = {21},
	number = {4},
	year = {2011},
	month = {11},
	pages = {1201{\textendash}1229},
	abstract = {The use of convex optimization for the recovery of sparse signals from incomplete or compressed data is now common practice. Motivated by the success of basis pursuit in recovering sparse vectors, new formulations have been proposed that take advantage of different types of sparsity. In this paper we propose an efficient algorithm for solving a general class of sparsifying formulations. For several common types of sparsity we provide applications, along with details on how to apply the algorithm, and experimental results.},
	keywords = {basis pursuit, compressed sensing, convex program, duality, group sparsity, matrix completion, Newton{\textquoteright}s method, root-finding, sparse solutions},
	doi = {10.1137/100785028},
	url = {http://www.math.ucdavis.edu/\%7Empf/2010-sparse-optimization-with-least-squares.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@article {vandenberg2010IEEEter,
	title = {Theoretical and empirical results for recovery from multiple measurements},
	journal = {IEEE Transactions on Information Theory},
	volume = {56},
	number = {5},
	year = {2010},
	month = {05},
	pages = {2516-2527},
	abstract = {The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely studied in compressed sensing. We analyze the recovery properties for two types of recovery algorithms. First, we show that recovery using sum-of-norm minimization cannot exceed the uniform recovery rate of sequential SMV using L1 minimization, and that there are problems that can be solved with one approach but not with the other. Second, we analyze the performance of the ReMBo algorithm [M. Mishali and Y. Eldar, IEEE Trans. Sig. Proc., 56 (2008)] in combination with L1 minimization, and show how recovery improves as more measurements are taken. From this analysis it follows that having more measurements than number of nonzero rows does not improve the potential theoretical recovery rate.},
	keywords = {convex optimization, joint sparsity, multiple channels, Sparse recovery},
	doi = {10.1109/TIT.2010.2043876},
	url = {http://www.math.ucdavis.edu/\%7Empf/2010-joint-sparsity.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {vandenberg2009SLIMocf,
	title = {Optimizing costly functions with simple constraints: a limited-memory projected Quasi-Newton algorithm},
	booktitle = {SLIM},
	series = {Twelfth International Conference on Artificial Intelligence and Statistics},
	volume = {12},
	year = {2009},
	month = {04},
	abstract = {An optimization algorithm for minimizing a smooth function over a convex set is described. Each iteration of the method computes a descent direction by minimizing, over the original constraints, a diagonal-plus low-rank quadratic approximation to the function. The quadratic approximation is constructed using a limited-memory quasi-Newton update. The method is suitable for large-scale problems where evaluation of the function is substan- tially more expensive than projection onto the constraint set. Numerical experiments on one-norm regularized test problems indicate that the proposed method is competitve with state-of-the-art methods such as bound-constrained L-BFGS and orthant-wise descent. We further show that the method generalizes to a wide class of problems, and substantially improves on state-of-the-art methods for problems such as learning the structure of Gaussian graphi- cal models (involving positive-definite matrix constraints) and Markov random fields (involving second-order cone constraints).},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/ mpf/papers/SchmidtBergFriedMurph09.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
@article {vandenberg2009ACMstf,
	title = {Sparco: a testing framework for sparse reconstruction},
	journal = {ACM Transactions on Mathematical Software},
	volume = {35},
	number = {4},
	year = {2009},
	month = {02},
	pages = {1-16},
	abstract = {Sparco is a framework for testing and benchmarking algorithms for sparse reconstruction. It includes a large collection of sparse reconstruction problems drawn from the imaging, compressed sensing, and geophysics literature. Sparco is also a framework for implementing new test problems and can be used as a tool for reproducible research. Sparco is implemented entirely in Matlab, and is released as open-source software under the GNU Public License.},
	keywords = {compressed sensing, linear operators, Sparse recovery},
	url = {http://doi.acm.org/10.1145/1462173.1462178},
	author = {Ewout van den Berg and Michael P. Friedlander and Gilles Hennenfent and Felix J. Herrmann and Rayan Saab and Ozgur Yilmaz}
}
@conference {friedlander2009SCAIMspot,
	title = {Spot: A linear-operator toolbox for Matlab},
	booktitle = {SCAIM},
	year = {2009},
	publisher = {SCAIM Seminar},
	organization = {SCAIM Seminar},
	address = {University of British Columbia},
	keywords = {minimization, Presentation, SLIM},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2009/VandenBerg-Mon-1130.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {vandenberg2008IAMesr,
	title = {Exact sparse reconstruction and neighbourly polytopes},
	booktitle = {IAM},
	year = {2008},
	keywords = {IAM, Presentation, private, SLIM},
	presentation = {https://slim.gatech.edu/Publications/Private/Conferences/IAM/2008/vandenberg2008IAMesr/vandenberg2008IAMesr.pdf},
	author = {Ewout van den Berg}
}
@techreport {vandenberg08gsv,
	title = {Group sparsity via linear-time projection},
	number = {TR-2008-09},
	year = {2008},
	month = {06},
	institution = {UBC - Department of Computer Science},
	abstract = {We present an efficient spectral projected-gradient algorithm for optimization subject to a group one-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the one- and group one-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods.},
	keywords = {Optimization, SLIM},
	url = {http://www.optimization-online.org/DB_FILE/2008/07/2056.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
@article {hennenfent2008GEOPnii,
	title = {New insights into one-norm solvers from the Pareto curve},
	journal = {Geophysics},
	volume = {73},
	number = {4},
	year = {2008},
	month = {07},
	pages = {A23-A26},
	abstract = {Geophysical inverse problems typically involve a trade off between data misfit and some prior. Pareto curves trace the optimal trade off between these two competing aims. These curves are commonly used in problems with two-norm priors where they are plotted on a log-log scale and are known as L-curves. For other priors, such as the sparsity-promoting one norm, Pareto curves remain relatively unexplored. We show how these curves lead to new insights in one-norm regularization. First, we confirm the theoretical properties of smoothness and convexity of these curves from a stylized and a geophysical example. Second, we exploit these crucial properties to approximate the Pareto curve for a large-scale problem. Third, we show how Pareto curves provide an objective criterion to gauge how different one-norm solvers advance towards the solution.},
	keywords = {Acquisition, Geophysics, Optimization, Pareto, Processing, SLIM},
	doi = {10.1190/1.2944169},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2008/hennenfent08GEOnii/hennenfent08GEOnii.pdf},
	author = {Gilles Hennenfent and Ewout van den Berg and Michael P. Friedlander and Felix J. Herrmann}
}
@article {berg2008SJSCpareto,
	title = {Probing the Pareto frontier for basis pursuit solutions},
	journal = {SIAM Journal on Scientific Computing},
	volume = {31},
	number = {2},
	year = {2008},
	month = {01},
	pages = {890-912},
	publisher = {SIAM},
	abstract = {The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) 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 prove that this curve is convex and continuously differentiable over all points of interest, and show that it gives an explicit relationship to two other optimization problems closely related to BPDN. We describe a root-finding algorithm for finding arbitrary points on this curve; the algorithm is suitable for problems that are large scale and for those that are in the complex domain. At each iteration, a spectral gradient-projection method approximately minimizes a least-squares problem with an explicit one-norm constraint. Only matrix-vector operations are required. The primal-dual solution of this problem gives function and derivative information needed for the root-finding method. Numerical experiments on a comprehensive set of test problems demonstrate that the method scales well to large problems.},
	keywords = {basis pursuit, convex program, duality, Newton{\textquoteright}s method, one-norm regularization, Optimization, projected gradient, root-finding, sparse solutions},
	doi = {10.1137/080714488},
	url = {https://slim.gatech.edu/Publications/Public/Journals/SIAMJournalOnScientificComputing/2008/vanderberg08SIAMptp/vanderberg08SIAMptp.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {vandenberg2008SINBADsat,
	title = {Sparco: A testing framework for sparse reconstruction},
	booktitle = {SINBAD 2008},
	year = {2008},
	abstract = {Sparco is a framework for testing and benchmarking algorithms for sparse reconstruction. It includes a large collection of sparse reconstruction problems drawn from the imaging, compressed sensing, and geophysics literature. Sparco is also a framework for implementing new test problems and can be used as a tool for reproducible research. We describe the software environment, and demonstrate its usefulness for testing and comparing solvers for sparse reconstruction.},
	keywords = {Presentation, SINBAD, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2008/vandenberg2008SINBADsat/vandenberg2008SINBADsat.pdf},
	author = {Ewout van den Berg}
}
@conference {vandenberg2007SINBADipo1,
	title = {In pursuit of a root},
	booktitle = {2007 Von Neumann Symposium},
	year = {2007},
	keywords = {minimization, Presentation, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2007/vandenberg2007SINBADipo1/vandenberg2007SINBADipo1.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@techreport {vandenberg07TRipr,
	title = {In pursuit of a root},
	number = {TR-EOAS-2007-19},
	year = {2007},
	month = {06},
	institution = {Department of Computer Science},
	address = {University of British Columbia, Vancouver},
	abstract = {The basis pursuit technique is used to find 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 trade-off between the least-squares fit and the one-norm of the solution. We show that the function that describes this curve is convex and continuously differentiable over all points of interest. The dual solution of a least-squares problem with an explicit one-norm constraint gives function and derivative information needed for a root-finding method. As a result, we can compute arbitrary points on this curve. Numerical experiments demonstrate that our method, which relies on only matrix-vector operations, scales well to large problems.},
	url = {http://www.optimization-online.org/DB_HTML/2007/06/1708.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {vandenberg07VONipo,
	title = {In pursuit of a root},
	year = {2007},
	month = {07},
	publisher = {Von Neumann Symposium},
	organization = {Von Neumann Symposium},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/vonNeuman/2007/vandenberg07VONipo/vandenberg07VONipo.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@manual {vandenberg07MNsat,
	title = {SPARCO: a toolbox for testing sparse reconstruction algorithms},
	year = {2007},
	month = {10},
	abstract = {Sparco is a suite of problems for testing and benchmarking algorithms for sparse signal reconstruction. It is also an environment for creating new test problems, and a suite of standard linear operators is provided from which new problems can be assembled. Sparco is implement ed entirely in Matlab and is self contained. (A few optional test problems are based on the CurveLab toolbox, which can be installed separately.) At the core of the sparse recovery problem is the linear system $Ax+r=b$, where $A$ is an $m$-by-$n$ linear operator and the $m$-vector $b$ is the observed signal. The goal is to find a sparse $n$-vector $x$ such that $r$ is small in norm.},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/labs/scl/sparco/},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
