Variable metric extrapolation proximal iterative hard thresholding method for $\ell_0$ minimization problem
Optimization and Control
2021-08-10 v1 Numerical Analysis
Numerical Analysis
Abstract
In this paper, we consider the minimization problem whose objective function is the sum of -norm and convex differentiable function. A variable metric type method which combines the PIHT method and the skill in quasi-newton method, named variable metric extrapolation proximal iterative hard thresholding (VMEPIHT) method, is proposed. Then we analyze its convergence, linear convergence rate and superlinear convergence rate under appropriate assumptions. Finally, we conduct numerical experiments on compressive sensing problem and CT image reconstruction problem to confirm VMPIHT method's efficiency, compared with other state-of-art methods.
Cite
@article{arxiv.2108.03365,
title = {Variable metric extrapolation proximal iterative hard thresholding method for $\ell_0$ minimization problem},
author = {Xue Zhang and Xiaoqun Zhang},
journal= {arXiv preprint arXiv:2108.03365},
year = {2021}
}