Two-step version of fixed point continuation method for sparse reconstruction

... -regularized problems have a wide application in various areas such as signal processing. It minimizes a quadratic function combined with an ... norm term. Iterative soft-thresholding method (IST) is originally proposed to deal with these problems, and fixed point continuation algorithm (FPC) wa...

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Bibliographic Details
Published in:Frontiers of Mathematics Vol. 5; no. 3; p. 575
Main Authors: Wang, Hao, Liu, Hongying, Xia, Yong
Format: Journal Article
Language:English
Published: Dordrecht Springer Nature B.V 01.09.2010
Subjects:
Algorithms
Eigenvalues
Mathematical analysis
Regularization methods
Signal processing
Studies
ISSN:2731-8648, 2731-8656
Online Access:Get full text
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Summary:... -regularized problems have a wide application in various areas such as signal processing. It minimizes a quadratic function combined with an ... norm term. Iterative soft-thresholding method (IST) is originally proposed to deal with these problems, and fixed point continuation algorithm (FPC) was proposed recently as an improved version of IST. This paper obtains a two-step version of FPC (TwFPC) by combining the new iterate of FPC with its previous two iterates. We also provide an analysis for the convergence of FPC and TwFPC. Various numerical experiments on image deconvolution and compressed sensing show that TwFPC improves IST significantly and is much faster than other competing codes. What is more important, it is very robust to the involved parameters and the regularization parameter. (ProQuest: ... denotes formulae and non-USASCII text omitted)
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ISSN:2731-8648
2731-8656
DOI:10.1007/s11464-010-0056-y