SOR- and Jacobi-type iterative methods for solving ℓ 1 - ℓ 2 problems by way of Fenchel duality

Masao Fukushima. SOR- and Jacobi-type iterative methods for solving ℓ 1 - ℓ 2 problems by way of Fenchel duality. Optimization Letters, 6(4):679-686, 2012. [doi]

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