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L1 Projections with Box Constraints

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arxiv 1010.0141 v1 pith:GDY3436B submitted 2010-09-30 cs.DS

Mithun Das Gupta , Sanjeev Kumar , Jing Xiao This is my paper · ORCID
classification cs.DS
keywords constraintsproblemprojectionsadditionalalgorithmalgorithmscaseconsiderations
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We study the L1 minimization problem with additional box constraints. We motivate the problem with two different views of optimality considerations. We look into imposing such constraints in projected gradient techniques and propose a worst case linear time algorithm to perform such projections. We demonstrate the merits and effectiveness of our algorithms on synthetic as well as real experiments.

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