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

被引：0
作者：
Elaine T.Hale
机构：
[1] DepartmentofComputationalandAppliedMathematicsRiceUniversity
来源：
JournalofComputationalMathematics | 2010年 / 28卷 / 02期
关键词：
e1; regularization; Fixed-point algorithm; Continuation; Compressed sensing; Numerical experiments;
D O I：
暂无
中图分类号：
O241 [数值分析];
学科分类号：
070102 ;
摘要：
<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.
引用
收藏
页码：170 / 194
页数：25
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