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One of the early successful approaches to deal with the now classical ℓ2 + ℓ1 optimization formulation of sparse signal recovery (often known as the LASSO) was based on re-writing it as a bound-constrained quadratic program (BCQP), which was then tackled using a gradient projection (GP) algorithm with a spectral (Barzilai-Borwein) step choice. The resulting algorithm (called gradient projection for...
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