Mathematical Modeling and Analysis
Basis Pursuit (BP) and Basis Pursuit Denoising (BPDN), well established techniques for computing sparse representations, minimize an l2 data fidelity term, subject to an l1 sparsity constraint or regularization term, by mapping the problem to a linear or quadratic program. BPDN with an l1 data fidelity term has recently been proposed, also implemented via a mapping to a linear program. We introduce an alternative approach via an Iteratively Reweighted Least Squares algorithm, providing computational advantages and greater flexibility in the choice of data fidelity term norm.