Accelerating gradient projection methods for $\ell_1$-constrained signal recovery by steplength selection rules

Details Accelerating gradient projection methods for $\ell_1$-constrained signal recovery by steplength selection rules Accelerating gradient projection methods for $\ell_1$-constrained signal recovery by steplength selection rules

2009-02-25

arxiv.org/abs/0902.4424v1

Mathematics

Numerical Analysis

11 pages, 4 figures

Scientific paper

We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-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.

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