Minimization of fraction function penalty in compressed sensing
From MaRDI portal
Publication:6286775
Abstract: In the paper, we study the minimization problem of a non-convex sparsity promoting penalty function P_{a}(x)=sum_{i=1}^{n}p_{a}(x_{i})=sum_{i=1}^{n}frac{a|x_{i}|}{1+a|x_{i}|} in compressed sensing, which is called fraction function. Firstly, we discuss the equivalence of minimization and fraction function minimization. It is proved that there corresponds a constant such that, whenever , every solution to also solves , that the uniqueness of global minimizer of and its equivalence to if the sensing matrix satisfies a restricted isometry property (RIP) and, last but the most important, that the optimal solution to the regularization problem also solves if the certain condition is satisfied, which is similar to the regularization problem in convex optimal theory. Secondly, we study the properties of the optimal solution to the regularization problem including the first-order and the second optimality condition and the lower and upper bound of the absolute value for its nonzero entries. Finally, we derive the closed form representation of the optimal solution to the regularization problem () for all positive values of parameter , and propose an iterative thresholding algorithm to solve the regularization problem . We also provide a series of experiments to assess performance of the algorithm, and the experiment results show that, compared with soft thresholding algorithm and half thresholding algorithms, the algorithm performs the best in sparse signal recovery with and without measurement noise.
This page was built for publication: Minimization of fraction function penalty in compressed sensing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6286775)