Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization

Autor: Liaoyuan Zeng, Peiran Yu, Ting Kei Pong
Rok vydání: 2021
Předmět:
Zdroj: SIAM Journal on Optimization. 31:1576-1603
ISSN: 1095-7189
1052-6234
DOI: 10.1137/20m1355380
Popis: Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless setting, and propose an algorithm for minimizing $\ell_1$/$\ell_2$ subject to noise in the measurements. Specifically, we show that the extended objective function (the sum of the objective and the indicator function of the constraint set) of the model in [32] satisfies the Kurdyka-Lojasiewicz (KL) property with exponent 1/2; this allows us to establish linear convergence of the algorithm proposed in [39, Eq. 11] under mild assumptions. We next extend the $\ell_1$/$\ell_2$ model to handle compressed sensing problems with noise. We establish the solution existence for some of these models under the spherical section property [37,44], and extend the algorithm in [39, Eq. 11] by incorporating moving-balls-approximation techniques [4] for solving these problems. We prove the subsequential convergence of our algorithm under mild conditions, and establish global convergence of the whole sequence generated by our algorithm by imposing additional KL and differentiability assumptions on a specially constructed potential function. Finally, we perform numerical experiments on robust compressed sensing and basis pursuit denoising with residual error measured by $ \ell_2 $ norm or Lorentzian norm via solving the corresponding $\ell_1$/$\ell_2$ models by our algorithm. Our numerical simulations show that our algorithm is able to recover the original sparse vectors with reasonable accuracy.
Databáze: OpenAIRE
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