FIXED-POINT CONTINUATION APPLIED TO COMPRESSED SENSING: IMPLEMENTATION AND NUMERICAL EXPERIMENTS *
作者： Elaine T. Hale Wotao Yin and Yin Zhang
DOI: 10.4208/JCM.2009.10-M1007
关键词:
摘要: Fixed-point continuation (FPC) is an approach, based on operator-splitting and continuation, for solving minimization problems with ‘1-regularization: minkxk1 + f (x): We investigate the application of this algorithm to compressed sensing signal recovery, in which f(x) = 1 kAx bk 2 , A2 R m n n. In particular, we extend original obtain better practical results, derive appropriate choices forM under a given measurement model, present numerical results variety problems. The show that performance our compares favorably several recently proposed algorithms.
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