Shi, Mingren and Lukas, Mark A. (2005) L1 optimization for robust signal processing. In: 18th National ASOR Conference, 26-30 Nov 2005, Perth, WA.
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In this paper we develop special methods using the active set frameworkof the reduced gradient algorithm (RGA) to solve discrete L1 optimization problemswith a single linear equality constraint sT x = g, or a sequence of such problems withdifferent s = si and g = gi. These problems arise in certain large robust signal process-ing problems. The sequence of problems is solved recursively using ideas of sensitivityanalysis, by regarding the next problem as a perturbation of the previous problem. Thenumerical experiments illustrate that the proposed methods work very efficiently.
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