Solving Large Scale Quadratic Constrained Basis Pursuit

2 Apr 2021  ·  Jirong Yi ·

Inspired by alternating direction method of multipliers and the idea of operator splitting, we propose a efficient algorithm for solving large-scale quadratically constrained basis pursuit. Experimental results show that the proposed algorithm can achieve 50~~100 times speedup when compared with the baseline interior point algorithm implemented in CVX.

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