@presentation {macedo2013SINBADdap,
	title = {A dual approach to PhaseLift via gauge programming and bundle methods},
	year = {2013},
	publisher = {SINBAD},
	abstract = {A feature common to many sparse optimization problems is that the number of variables may be significantly larger than the number of constraints- e.g., the matrix-lifting approach taken by PhaseLift for phase retrieval results in a problem where the number of variables is quadratic in the number of constraints. We consider a duality framework and numerical methods to leverage the relatively small number of constraints. Preliminary numerical results illustrate our approach and its flexibility.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/macedo2013SINBADdap/macedo2013SINBADdap.pdf},
	author = {Ives Macedo and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {pong2013SINBADppg,
	title = {The proximal-proximal gradient algorithm},
	year = {2013},
	publisher = {SINBAD},
	abstract = {In many applications, one has to minimize the sum of a smooth loss function modeling misfit and a regularization term inducing structures. In this talk, we consider the case when the regularization is a composition of a convex function, whose proximal mapping is easy to compute, and a nonzero linear map. Such instances arise in system identification and realization problems. In this talk, we present a new algorithm, the proximal-proximal gradient algorithm, which admits easy subproblems. Our algorithm reduces to the proximal gradient algorithm if the linear map is just the identity map, and can be viewed as "very inexact" inexact proximal gradient algorithm. We show that the whole sequence generated from the algorithm converges to an optimal solution, and establish an upper bound on iteration complexity.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/pong2013SINBADppg/pong2013SINBADppg.pdf},
	author = {Ting Kei Pong and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {nutini2013SINBADpcb,
	title = {Putting the curvature back into sparse solvers},
	year = {2013},
	publisher = {SINBAD},
	abstract = {For many problems in signal and image processing, we seek a sparse solution that solves that approximately solves the problem Ax $\approx$ b, where A is an m-by-n matrix and b is an m-vector. Many of the most used approaches to problem thissuch as iterative soft thresholding SPGL1 andare first-order methods. As a result, these methods can sometimes be slow to converge. In this talk, we present an approach that takes advantage of the easily-obtainable second-order information. By exploiting this available second-order information, we are able to put the curvature back into sparse solvers and improve upon the convergence rates of existing solvers.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/nutini2013SINBADpcb/nutini2013SINBADpcb.pdf},
	author = {Julie Nutini and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {goh2013SINBADttt,
	title = {Taming time through tangents},
	year = {2013},
	publisher = {SINBAD},
	abstract = {Given two vectors of (possibly) different lengths, the edit distance considers all possible alignments between the two and picks the one that minimizes the number of operations needed to turn one into the other. Though highly non-smooth and riddled with local minima, we show a way to compute the convex envelope of this function, which opens the door to using the approximate edit distance as a surrogate for the L2 distance and comparing vectors of different lengths.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/goh2013SINBADttt/goh2013SINBADttt.pdf},
	author = {Gabriel Goh and Michael P. Friedlander and Felix J. Herrmann}
}
@article {Herrmann11TRfcd,
	title = {Fighting the curse of dimensionality: compressive sensing in exploration seismology},
	journal = {Signal Processing Magazine, IEEE},
	volume = {29},
	number = {3},
	year = {2012},
	month = {05},
	pages = {88-100},
	abstract = {Many seismic exploration techniques rely on the collection of massive data volumes that are mined for information during processing. This approach has been extremely successful, but current efforts toward higher resolution images in increasingly complicated regions of Earth continue to reveal fundamental shortcomings in our typical workflows. The "curse" of dimensionality is the main roadblock and is exemplified by Nyquist{\textquoteright}s sampling criterion, which disproportionately strains current acquisition and processing systems as the size and desired resolution of our survey areas continues to increase.},
	keywords = {dimensionality curse, Earth, geographic information systems, higher-resolution images, massive data volumes, Nyquist sampling criterion, seismic exploration techniques, seismology, strains current acquisition system, strains current processing system},
	issn = {1053-5888},
	doi = {10.1109/MSP.2012.2185859},
	url = {https://slim.gatech.edu/Publications/Public/Journals/IEEESignalProcessingMagazine/2012/Herrmann11TRfcd/Herrmann11TRfcd.pdf},
	author = {Felix J. Herrmann and Michael P. Friedlander and Ozgur Yilmaz}
}
@article {Friedlander11TRhdm,
	title = {Hybrid deterministic-stochastic methods for data fitting},
	journal = {SIAM Journal on Scientific Computing},
	volume = {34},
	number = {3},
	year = {2012},
	month = {01},
	pages = {A1380-A1405},
	abstract = {Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms (both deterministic and randomized) offer inexpensive iterations by sampling only subsets of the terms in the sum. These methods can make great progress initially, but often slow as they approach a solution. In contrast, full gradient methods achieve steady convergence at the expense of evaluating the full objective and gradient on each iteration. We explore hybrid methods that exhibit the benefits of both approaches. Rate of convergence analysis and numerical experiments illustrate the potential for the approach.},
	keywords = {Optimization},
	doi = {10.1137/110830629},
	author = {Michael P. Friedlander and Mark Schmidt}
}
@presentation {friedlander2012SINBADrsh,
	title = {Randomized sampling: How confident are you?},
	year = {2012},
	publisher = {SINBAD},
	abstract = {At last year{\textquoteright}s consortium meeting, I described an inexact gradient method and sampling scheme for data fitting. The randomization method has good convergence properties, at least as measured by the distance to the solution{\textendash}{\textendash}in expectation. But as one insightful critic rightly pointed out, we don{\textquoteright}t usually observe the expectation, at least not in a single run. In this talk I will characterize the convergence of the method in terms of bounds on the probability of being too far away from the solution.},
	keywords = {Presentation, SINBAD, SINBADFALL2012, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2012/Fall/friedlander2012SINBADrsh/friedlander2012SINBADrsh_pres.pdf},
	author = {Michael P. Friedlander}
}
@article {mansour2012IEEETITrcs,
	title = {Recovering compressively sampled signals using partial support information},
	journal = {IEEE Transactions on Information Theory},
	volume = {58},
	number = {2},
	year = {2012},
	month = {02},
	pages = {1122-1134},
	publisher = {Department of Computer Science},
	address = {University of British Columbia, Vancouver},
	abstract = {We study recovery conditions of weighted $\ell_1$ minimization for signal reconstruction from compressed sensing measurements when partial support information is available. We show that if at least 50\% of the (partial) support information is accurate, then weighted $\ell_1$ minimization is stable and robust under weaker sufficient conditions than the analogous conditions for standard $\ell_1$ minimization. Moreover, weighted $\ell_1$ minimization provides better upper bounds on the reconstruction error in terms of the measurement noise and the compressibility of the signal to be recovered. We illustrate our results with extensive numerical experiments on synthetic data and real audio and video signals.},
	keywords = {Compressive Sensing},
	doi = {10.1109/TIT.2011.2167214},
	url = {https://slim.gatech.edu/Publications/Public/Journals/IEEETransInformationTheory/2012/mansour2012IEEETITrcs/mansour2012IEEETITrcs.pdf},
	author = {Michael P. Friedlander and Hassan Mansour and Rayan Saab and Ozgur Yilmaz}
}
@article {Aravkin11TRridr,
	title = {Robust inversion, dimensionality reduction, and randomized sampling},
	journal = {Mathematical Programming},
	volume = {134},
	number = {1},
	year = {2012},
	month = {08},
	pages = {101-125},
	abstract = {We consider a class of inverse problems in which the forward model is the solution operator to linear ODEs or PDEs. This class admits several dimensionality-reduction techniques based on data averaging or sampling, which are especially useful for large-scale problems. We survey these approaches and their connection to stochastic optimization. The data-averaging approach is only viable, however, for a least-squares misfit, which is sensitive to outliers in the data and artifacts unexplained by the forward model. This motivates us to propose a robust formulation based on the Student{\textquoteright}s t-distribution of the error. We demonstrate how the corresponding penalty function, together with the sampling approach, can obtain good results for a large-scale seismic inverse problem with 50 \% corrupted data.},
	keywords = {FWI, Inverse problems, Optimization, Robust estimation, Seismic inversion, Stochastic optimization},
	doi = {10.1007/s10107-012-0571-6},
	url = {http://www.springerlink.com/content/35rwr101h5736340/},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/MathematicalProgramming/aravkin2012MPrid/aravkin2012MPrid.pdf},
	author = {Aleksandr Y. Aravkin and Michael P. Friedlander and Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {aravkin2012ICASSProbustb,
	title = {Robust inversion via semistochastic dimensionality reduction},
	booktitle = {ICASSP},
	year = {2012},
	pages = {5245-5248},
	publisher = {ICASSP},
	organization = {ICASSP},
	abstract = {We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such problems motivates the use dimensionality reduction (DR) techniques based on randomly mixing experiments. These techniques break down, however, when robust data-fitting formulations are used, which are essential in cases of missing data, unusually large errors, and systematic features in the data unexplained by the forward model. We survey robust methods within a statistical framework, and propose a sampling optimization approach that allows DR. The efficacy of the methods are demonstrated for a large-scale seismic inverse problem using the robust Student{\textquoteright}s t-distribution, where a useful synthetic velocity model is recovered in the extreme scenario of 60\% corrupted data. The sampling approach achieves this recovery using 20\% of the effort required by a direct robust approach.},
	keywords = {ICASSP},
	doi = {10.1109/ICASSP.2012.6289103},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICASSP/2012/AravkinFriedlanderLeeuwen/AravkinFriedlanderLeeuwen.pdf},
	author = {Aleksandr Y. Aravkin and Michael P. Friedlander and Tristan van Leeuwen}
}
@conference {vanleeuwen2011AMPhsdmwi,
	title = {A hybrid stocahstic-deterministic method for waveform inversion},
	booktitle = {AMP},
	year = {2011},
	note = {Presented at AMP Medical and Seismic Imaging, 2011, Vancouver BC},
	month = {07},
	publisher = {WAVES 2011},
	organization = {WAVES 2011},
	abstract = {A lot of seismic and medical imaging problems can be written as a least-squares data- fitting problem. In particular, we consider the case of multi-experiment data, where the data consists of a large number of "independent" measurements. Solving the inverse problem then involves repeatedly forward modeling the data for each of these experiments. In case the number of experiments is large and the modeling kernel expensive to apply, such an approach may be prohibitively expensive. We review techniques from stochastic optimization which aim at dramatically reducing the number of experiments that need to be modeled at each iteration. This reduction is typically achieved by randomly subsampling the data. Special care needs to be taken in the optimization to deal with the stochasticity that is introduced in this way.},
	keywords = {Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICIAM/2011/vanleeuwen2011AMPhsdmwi/vanleeuwen2011AMPhsdmwi.pdf},
	author = {Tristan van Leeuwen and Mark Schmidt and Michael P. Friedlander and Felix J. Herrmann}
}
@conference {vanleeuwen2011EAGEhsdomwi,
	title = {A hybrid stochastic-deterministic optimization method for waveform inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2011},
	month = {05},
	abstract = {Present-day high quality 3D acquisition can give us lower frequencies and longer offsets with which to invert. However, the computational costs involved in handling this data explosion are tremendous. Therefore, recent developments in full-waveform inversion have been geared towards reducing the computational costs involved. A key aspect of several approaches that have been proposed is a dramatic reduction in the number of sources used in each iteration. A reduction in the number of sources directly translates to less PDE-solves and hence a lower computational cost. Recent attention has been drawn towards reducing the sources by randomly combining the sources in to a few supershots, but other strategies are also possible. In all cases, the full data misfit, which involves all the sequential sources, is replaced by a reduced misfit that is much cheaper to evaluate because it involves only a small number of sources (batchsize). The batchsize controls the accuracy with which the reduced misfit approximates the full misfit. The optimization of such an inaccurate, or noisy, misfit is the topic of stochastic optimization. In this paper, we propose an optimization strategy that borrows ideas from the field of stochastic optimization. The main idea is that in the early stage of the optimization, far from the true model, we do not need a very accurate misfit. The strategy consists of gradually increasing the batchsize as the iterations proceed. We test the proposed strategy on a synthetic dataset. We achieve a very reasonable inversion result at the cost of roughly 13 evaluations of the full misfit. We observe a speed-up of roughly a factor 20.},
	keywords = {EAGE, Full-waveform inversion, Optimization, Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi_pres.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=50341},
	author = {Tristan van Leeuwen and Felix J. Herrmann and Mark Schmidt and Michael P. Friedlander}
}
@presentation {friedlander2011SINBADrir,
	title = {Robust inversion, data-fitting, and inexact gradient methods},
	year = {2011},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2011, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2011/Fall/friedlander2011SINBADrir/friedlander2011SINBADrir_pres.pdf},
	author = {Michael P. Friedlander}
}
@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}
}
@presentation {friedlander2010SINBADaso,
	title = {Algorithms for sparse optimization},
	year = {2010},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2010, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2010/Fall/friedlander2010SINBADaso/friedlander2010SINBADaso_pres.pdf},
	author = {Michael P. Friedlander}
}
@presentation {friedlander2010SINBADisl,
	title = {Introduction to Spot: a linear-operator toolbox},
	year = {2010},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2010, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2010/Fall/friedlander2010SINBADisl/friedlander2010SINBADisl_pres.pdf},
	author = {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 {friedlander2009NUalssr,
	title = {Algorithms for large-scale sparse reconstruction},
	booktitle = {IEMS},
	year = {2009},
	publisher = {IEMS Colloquim Speaker},
	organization = {IEMS Colloquim Speaker},
	address = {Northwestern University},
	keywords = {minimization, SLIM},
	author = {Michael P. Friedlander}
}
@conference {friedlander2009VIETcsgpa,
	title = {Computing sparse and group-sparse approximations},
	booktitle = {VIET},
	year = {2009},
	publisher = {2009 High Performance Scientific Computing Conference},
	organization = {2009 High Performance Scientific Computing Conference},
	address = {Hanoi, Vietnam},
	keywords = {minimization, SLIM},
	author = {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 {friedlander2008SIAMasa,
	title = {Active-set approaches to basis pursuit denoising},
	booktitle = {SIAM Optimization},
	year = {2008},
	month = {05},
	publisher = {SIAM Optimization},
	organization = {SIAM Optimization},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/ mpf/public/mpf08siopt.pdf},
	author = {Michael P. Friedlander}
}
@conference {friedlander2008WCOMasm,
	title = {Active-set methods for basis pursuit},
	booktitle = {WCOM},
	year = {2008},
	month = {07},
	publisher = {West Coast Opitmization Meeting (WCOM)},
	organization = {West Coast Opitmization Meeting (WCOM)},
	abstract = {Many imaging and compressed sensing applications seek sparse solutions to large under-determined least-squares problems. The basis pursuit (BP) approach minimizes the 1-norm of the solution, and the BP denoising (BPDN) approach balances it against the least-squares fit. The duals of these problems are conventional linear and quadratic programs. We introduce a modified parameterization of the BPDN problem and explore the effectiveness of active-set methods for solving its dual. Our basic algorithm for the BP dual unifies several existing algorithms and is applicable to large-scale examples.},
	url = {http://www.cs.ubc.ca/ mpf/public/mpf08siopt.pdf},
	author = {Michael P. Friedlander and M. A. Saunders}
}
@conference {friedlander2008SINBADafl,
	title = {Algorithms for large-scale sparse reconstruction},
	booktitle = {SINBAD 2008},
	year = {2008},
	abstract = {Many signal processing applications seek to approximate a signal as a linear combination of only a few elementary atoms drawn from a large collection. This is known as sparse reconstruction, and the theory of compressed sensing allows us to pose it as a structured convex optimization problem. I will discuss the role of duality in revealing some unexpected and useful properties of these problems, and will show how they can lead to practical, large-scale algorithms. I will also describe some applications of these algorithms.},
	keywords = {SINBAD, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2008/friedlander2008SINBADafl/friedlander2008SINBADafl.pdf},
	author = {Michael P. Friedlander}
}
@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}
}
@article {friedlander2007TASdtd,
	title = {Discussion: the Dantzig selector: statistical estimation when p is much larger than n},
	journal = {The Annals of Statistics},
	volume = {35},
	number = {6},
	year = {2007},
	month = {03},
	pages = {2385-2391},
	keywords = {dantzig, SLIM, statistics},
	doi = {10.1214/009053607000000479},
	author = {Michael P. Friedlander and M. A. Saunders}
}
@article {friedlander2007SJOero,
	title = {Exact regularization of convex programs},
	journal = {SIAM Journal on Optimization},
	volume = {18},
	number = {4},
	year = {2007},
	month = {05},
	pages = {1326-1350},
	abstract = {The regularization of a convex program is exact if all solutions of the regularized problem are also solutions of the original problem for all values of the regularization parameter below some positive threshold. For a general convex program, we show that the regularization is exact if and only if a certain selection problem has a Lagrange multiplier. Moreover, the regularization parameter threshold is inversely related to the Lagrange multiplier. We use this result to generalize an exact regularization result of Ferris and Mangasarian [Appl. Math. Optim., 23(1991), pp. 266{\textendash}273] involving a linearized selection problem. We also use it to derive necessary and sufficient conditions for exact penalization, similar to those obtained by Bertsekas [Math. Programming, 9(1975), pp. 87{\textendash}99] and by Bertsekas, Nedi , Ozdaglar [Convex Analysis and Optimization, Athena Scientific, Belmont, MA, 2003]. When the regularization is not exact, we derive error bounds on the distance from the regularized solution to the original solution set. We also show that existence of a {\textquoteleft}{\textquoteleft}weak sharp minimum{\textquoteright}{\textquoteright} is in some sense close to being necessary for exact regularization. We illustrate the main result with numerical experiments on the l1 regularization of benchmark (degenerate) linear programs and semidefinite/second-order cone programs. The experiments demonstrate the usefulness of l1 regularization in finding sparse solutions.},
	keywords = {Optimization, SLIM},
	doi = {10.1137/060675320},
	author = {Michael P. Friedlander and P. Tseng}
}
@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}
}
