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pythonoptimizationminimization

Is there a python implementation of a basis pursuit solver?

Originally, I wanted to use the YALL1 package for L1 minimization, however, it's written in matlab. After some research I couldn't find a basis pursuit solver in Python but is there one out there? Alternatively, which existing libraries can I use to solve this minimization problem?

Here's the original problem (BP+):

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Solution

  • I think you can do basis pursuit using quadratic cone programming (quick reference).

    In python you can use cvxopt to solve quadratic cone programs

    Edit: it is even one of their examples.