Compressed Sensing – and more – in Python

Compressed Sensing – and more – in Python

The availability of compressed sensing reconstruction algorithms for Python has so far been quite scarce. A new software package improves on this situation. The package PyUnLocBox from the LTS2 lab at EPFL is a convex optimisation toolbox using proximal splitting methods. It can, among other things, be used to solve the regularised version of the LASSO/BPDN optimisation problem used for reconstruction in compressed sensing:

$\underset{x}{\mathrm{argmin}} \| Ax - y \|_2 + \tau \| x \|_1$

Heard through Pierre Vandergheynst.

I have yet to find out if it also solves the constrained version. Update: Pierre Vandergheynst informed me that the package does not yet solve the constrained version of the above optimisation problem, but it is coming:

$\underset{x}{\mathrm{argmin}} \quad \| x \|_1 \\ \text{s.t.} \quad \| Ax - y \|_2 < \epsilon$