Putting the curvature back into sparse solvers

TitlePutting the curvature back into sparse solvers
Publication TypePresentation
Year of Publication2013
AuthorsJulie Nutini, Michael P. Friedlander, Felix J. Herrmann
KeywordsPresentation, SINBAD, SINBADFALL2013, SLIM

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.

Citation Keynutini2013SINBADpcb