NESTA: A Fast and Accurate First-Order Method for Sparse Recovery

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. This paper applies a smoothing technique and an accelerated first-order algorithm, both from Nesterov [Math. Program. Ser. A, 103 (2005), pp. 127–152], and demonstrates that this approach is ideally suited for solving large-scale compressed sensing reconstruction problems as (1) it is computationally efficient, (2) it is accurate and returns solutions with several correct digits, (3) it is flexible and amenable to many kinds of reconstruction problems, and (4) it is robust in the sense…