Accelerating gradient projection methods for $\ell_1$-constrained signal recovery by steplength selection rules
Numerical Analysis
2013-01-01 v1
Abstract
We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for -constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks. The method exploits a line-search along the feasible direction and an adaptive steplength selection based on recent strategies for the alternation of the well-known Barzilai-Borwein rules. The convergence of the proposed approach is discussed and a computational study on both well-conditioned and ill-conditioned problems is carried out for performance evaluations in comparison with five other algorithms proposed in the literature.
Cite
@article{arxiv.0902.4424,
title = {Accelerating gradient projection methods for $\ell_1$-constrained signal recovery by steplength selection rules},
author = {I. Loris and M. Bertero and C. De Mol and R. Zanella and L. Zanni},
journal= {arXiv preprint arXiv:0902.4424},
year = {2013}
}
Comments
11 pages, 4 figures