basis_pursuit_denoising

Compute the coefficients of a polynomial expansion by solving the Basis Pursuit Denoising \(\ell_1\) -minimization problem using second order cone optimization.

Specification

  • Alias: bpdn

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

noise_tolerance

The noise tolerance used when performing cross validation in the presence of noise or truncation errors.

Description

Compute the coefficients of a polynomial expansion by solving the Basis Pursuit Denoising \(\ell_1\) -minimization problem using second order cone optimization.