FIXED-POINT CONTINUATION APPLIED TO COMPRESSED SENSING:IMPLEMENTATION AND NUMERICAL EXPERIMENTS

<正> Fixed-point continuation （FPC） is an approach,based on operator-splitting and continuation,for solving minimization problems with e1-regularization:min||x||1 +μf（x）.We investigate the application of this algorithm to compressed sensing signal recovery,inwhich f（x） = 1/2||Ax-b||M2,A ∈Rm×n and m≤n.In particular,we extend the originalalgorithm to obtain better practical results,derive appropriate choices for M and μ under agiven measurement model,and present numerical results for a variety of compressed sensingproblems.The numerical results show that the performance of our algorithm comparesfavorably with that of several recently proposed algorithms.