# 6-  L1范式问题（L1-Norm Problems）

ADMM 自然地将飞光滑的 L1 项 与光滑的损失项分离开来，使得计算更有效。这一部分我们主要考虑非并行的 L1-Norm 问题。关于最近的 L1 算法的综述可以参考 [173]

[173] A. Y. Yang, A. Ganesh, Z. Zhou, S. S. Sastry, and Y. Ma, “A Review of Fast l1-Minimization Algorithms for Robust Face Recognition,” arXiv:1007.3753, 2010.

## 6-1 最小绝对偏差（Least Absolute Deviations ）

### 6-1-1 Huber 拟合（Huber Fitting）

Huber Fitting 位于 least squares 和 least absolute deviations 之间，

x-update 和 u-update 和 Least absolute deviations 的一样。

## 6-2 基追踪（Basis Pursuit）

Basis Pursuit 是一个 等式约束的 L1 最小化问题

[24] 是关于 Basis Pursuit 的一个综述。

x-update 展开为

For basis pursuit and related problems, Bregman iterative regularization [176] is equivalent to the method of multipliers, and the split Bregman method [88] is equivalent to ADMM [68].

[24] A. M. Bruckstein, D. L. Donoho, and M. Elad, “From sparse solutions of systems of equations to sparse modeling of signals and images,” SIAM Review, vol. 51, no. 1, pp. 34–81, 2009.
[176] W. Yin, S. Osher, D. Goldfarb, and J. Darbon, “Bregman iterative algorithms for  l1-minimization with applications to compressed sensing,” SIAM Journal on Imaging Sciences, vol. 1, no. 1, pp. 143–168, 2008.
[88] T. Goldstein and S. Osher, “The split Bregman method for  l1 regularized problems,” SIAM Journal on Imaging Sciences, vol. 2, no. 2, pp. 323–343, 2009.
[68] E. Esser, “Applications of Lagrangian-based alternating direction methods and connections to split Bregman,” CAM report, vol. 9, p. 31, 2009.

## 6-3 广义 L1正则化损失最小化（General  L1 Regularized Loss Minimization）

In general, we can interpret ADMM for L1 regularized loss minimization as reducing it to solving a sequence of L2 (squared) regularized loss minimization problems.

## 6-4 Lasso（Lasso)

lasso [156] 是 （6.1）的一个特例，也叫  L1 regularized linear regression。

The x-update is essentially a ridge regression (i.e., quadratically regularized least squares) computation, so ADMM can be interpreted as a method for solving the lasso problem by iteratively carrying out ridge regression.

6-4-1 广义Lasso（Generalized Lasso）

6-4-2 组 Lasso（Group Lasso）

## 6-5 稀疏逆协方差选择（Sparse Inverse Covariance Selection）

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