Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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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

Argument(s): none

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.