English

On the strong convergence of forward-backward splitting in reconstructing jointly sparse signals

Optimization and Control 2021-11-29 v3

Abstract

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be infinite-dimensional, and [28], which extends the aforementioned work to the joint sparse recovery of finite number of infinite-dimensional vectors. In our case, to take account of the joint sparsity and promote the coupling of nonvanishing components, we employ a convex relaxation approach with mixed norm penalty 2,1\ell_{2,1}. This paper discusses the computation of the solutions of linear inverse problems with such relaxation by a forward-backward splitting algorithm. However, since the solution matrix possesses infinitely many columns, the arguments of [17] no longer apply. As such, we establish new strong convergence results for the algorithm, in particular when the set of jointly sparse vectors is infinite.

Keywords

Cite

@article{arxiv.1711.02591,
  title  = {On the strong convergence of forward-backward splitting in reconstructing jointly sparse signals},
  author = {Nick Dexter and Hoang Tran and Clayton Webster},
  journal= {arXiv preprint arXiv:1711.02591},
  year   = {2021}
}