On the implementation of ADMM with dynamically configurable parameter for the separable l1/l2 minimization

被引:0
作者
Wang, Jun [1 ,2 ]
Ma, Qiang [2 ]
机构
[1] Jiangsu Univ Sci & Technol, Sch Sci, Zhenjiang 212003, Peoples R China
[2] Jiangsu Univ Sci & Technol, Sch Mat Sci & Engn, Zhenjiang 212003, Peoples R China
基金
中国国家自然科学基金;
关键词
Sparse recovery; The rate of l(1) and l(2); Alternating direction method of multipliers; The augmented Lagrangian; The least squares minimum norm solution; SIGNAL RECOVERY; RECONSTRUCTION; OPTIMIZATION; ALGORITHM;
D O I
10.1007/s11590-024-02106-z
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we propose a novel variant of the alternating direction method of multipliers (ADMM) approach for solving minimization of the rate of l(1) and l(2) norms for sparse recovery. We first transform the quotient of l(1) and l(2) norms into a new function of the separable variables using the least squares minimum norm solution of the linear system of equations. Subsequently, we employ the augmented Lagrangian function to formulate the corresponding ADMM method with a dynamically adjustable parameter. Additionally, each of its subproblems possesses a unique global minimum. Finally, we present some numerical experiments to demonstrate our results.
引用
收藏
页码:85 / 102
页数:18
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