Modified lp-norm regularization minimization for sparse signal recovery

Abstract: In numerous substitution models for the

l_{0}

-norm minimization problem

(P_{0})

, the

l_{p}

-norm minimization

(P_{p})

with

0 < p < 1

have been considered as the most natural choice. However, the non-convex optimization problem

(P_{p})

are much more computational challenges, and are also NP-hard. Meanwhile, the algorithms corresponding to the proximal mapping of the regularization

l_{p}

-norm minimization

(P_{p}^{l a m b d a})

are limited to few specific values of parameter

p

. In this paper, we replace the

e l l_{p}

-norm

| x |_{p}^{p}

with a modified function

s u m_{i = 1}^{n} f r a c | x_{i} | (| x_{i} | + e p s i l o n_{i})^{1 - p}

. With change the parameter

e p s i l o n > 0

, this modified function would like to interpolate the

l_{p}

-norm

| x |_{p}^{p}

. By this transformation, we translated the

l_{p}

-norm regularization minimization

(P_{p}^{l a m b d a})

into a modified

l_{p}

-norm regularization minimization

(P_{p}^{l a m b d a, e p s i l o n})

. Then, we develop the thresholding representation theory of the problem

(P_{p}^{l a m b d a, e p s i l o n})

, and based on it, the IT algorithm is proposed to solve the problem

(P_{p}^{l a m b d a, e p s i l o n})

for all

0 < p < 1

. Indeed, we could get some much better results by choosing proper

p

, which is one of the advantages for our algorithm compared with other methods. Numerical results also show that, for some proper

p

, our algorithm performs the best in some sparse signal recovery problems compared with some state-of-art methods.

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