ADMM-MCP Framework for Sparse Recovery with Global Convergence

Autor:	Wang, Hao, Shi, Zhanglei, Leung, Chi-Sing, So, Hing Cheung
Rok vydání:	2018
Předmět:	Electrical Engineering and Systems Science - Signal Processing Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can reconstruct the signal based on fewer observations. In this paper, the original problem is relaxed by using minimax concave penalty (MCP). Then alternating direction method of multipliers (ADMM) and modified iterative hard thresholding method are used to solve the problem. Under certain reasonable assumptions, the global convergence of the proposed method is proved. The parameter setting is also discussed. Finally, through simulations and comparisons with several state-of-the-art algorithms, the effectiveness of proposed method is confirmed. Comment: 10 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1805.00681 Zobrazit plný text záznamu View this record from Arxiv