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Metoda vnitřních bodů pro velkou řídkou l1 optimalizaci
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
In this paper, we propose an interior-point method for large sparse l1 optimization. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus relatively difficult l1 optimization problems can be solved successfully. The results of computational experiments given in this paper confirm efficiency and robustness of the proposed method
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