Section: New Results

Exact algorithm for the l1-compressive sensing problem using a modified Dantzig- Wolfe method

Participants : Alexandre Borghi, Jerome Darbon, Sylvain Peyronnet.

In this work, we consider the l1-Compressive Sensing problem and presents an efficient algorithm that computes an exact solution. The idea consists in reformulating the problem such that it yields a modified Dantzig-Wolfe decomposition that allows to efficiently apply all standard simplex pivoting rules. Experimental results show the superiority of our approach compared to standard linear programming methods.