The linearized Bregman method is a method to calculate sparse solutions to systems of linear equations. We formulate this problem as a split feasibility problem, propose an algorithmic framework based on Bregman projections and prove a general convergence result for this framework. Convergence of the linearized Bregman method will be obtained as a special case. Our approach also allows for several generalizations such as other objective functions, incremental iterations, incorporation of non-gaussian noise models or box constraints.
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