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See The In-Crowd Algorithm for Fast Basis Pursuit Denoising, IEEE Trans Sig Proc 59 (10), Oct 1 2011, pp. 4595 - 4605, [1], demo MATLAB code available [2]
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Johnson T, Guestrin C. Blitz: A principled meta-algorithm for scaling sparse optimization. In proceedings of the International Conference on Machine Learning (ICML) 2015 (pp. 1171-1179).([3])
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