An Interior-Point Method for Large-Scale $\ell_1$-Regularized Least Squares

Seung-Jean Kim, Kwangmoo Koh, Michael Lustig, Stephen P. Boyd, Dimitry Gorinevsky. An Interior-Point Method for Large-Scale $\ell_1$-Regularized Least Squares. J. Sel. Topics Signal Processing, 1(4):606-617, 2007. [doi]

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