Convergence of the Generalized Alternating Projection Algorithm for Compressive Sensing
نویسندگان
چکیده
The convergence of the generalized alternating projection (GAP) algorithm is studied in this paper to solve the compressive sensing problem y = Ax + . By assuming that AA> is invertible, we prove that GAP converges linearly within a certain range of step-size when the sensing matrix A satisfies restricted isometry property (RIP) condition of δ2K , where K is the sparsity of x. The theoretical analysis is extended to the adaptively iterative thresholding (AIT) algorithms, for which the convergence rate is also derived based on δ2K of the sensing matrix. We further prove that, under the same conditions, the convergence rate of GAP is faster than that of AIT. Extensive simulation results confirm the theoretical assertions.
منابع مشابه
Generalized Alternating Projection for Weighted-퓁2, 1 Minimization with Applications to Model-Based Compressive Sensing
We consider the group basis pursuit problem, which extends basis pursuit by replacing the l1 norm with a weighted-l2,1 norm. We provide an anytime algorithm, called generalized alternating projection (GAP), to solve this problem. The GAP algorithm extends classical alternating projection to the case in which projections are performed between convex sets that undergo a systematic sequence of cha...
متن کاملA Simple Homotopy Proximal Mapping Algorithm for Compressive Sensing
In this paper, we present a novel yet simple homotopy proximal mapping algorithm for compressive sensing. The algorithm adopts a simple proximal mapping for l1 norm regularization at each iteration and gradually reduces the regularization parameter of the l1 norm. We prove a global linear convergence for the proposed homotopy proximal mapping (HPM) algorithm for solving compressive sensing unde...
متن کاملFast Reconstruction Algorithm for Perturbed Compressive Sensing Based on Total Least-Squares and Proximal Splitting
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to reconstruction in fully-perturbed compressive-sensing setups where both the projected measurements of an unknown sparse vector and the knowledge of the associated project...
متن کاملA Simple Homotopy Proximal Mapping for Compressive Sensing
In this paper, we present a novel yet simple homotopy proximal mapping algorithm for compressive sensing. The algorithm adopts a simple proximal mapping of the l1 norm at each iteration and gradually reduces the regularization parameter for the l1 norm. We prove a global linear convergence of the proposed homotopy proximal mapping (HPM) algorithm for solving compressive sensing under three diff...
متن کاملProximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Lojasiewicz Inequality
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → R∪{+∞} and g : Rm → R∪{+∞} are proper lower semicontinuous functions, and Q : Rn × Rm → R is a smooth C function which couples the variables x and y. The algorithm can be viewed as a proximal regularization of the usual...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- CoRR
دوره abs/1509.06253 شماره
صفحات -
تاریخ انتشار 2015