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ODE-L1-norm-minimization-Python

This code script is implemented from the journal paper:

A differential equations approach to l1-minimization with applications to array imaging., Miguel Moscoso, Alexei Novikov, George Papanicolaou and Lenya Ryzhik, 2012, Inverse Problems

doi:10.1088/0266-5611/28/10/105001

It shows how a l1-norm minimization may be cast as an ODE problem. It is interesting to see the approximate solution achieve steady state within the updated graph. Also, it is fun to play around with the SNR parameters to see when the solution does not converge.

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