It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we study a novel method for sparse signal recovery that in many situations outperforms L1 minimization in the sense that substantially fewer measurements are needed for exact recovery. The algorithm consists of solving a sequence of weighted L1-minimization problems where the weights used for the next iteration are computed from the value of the current solution. We present a series of experiments demonstrating the remarkable performance and broad applicability of this algorithm in the areas of sparse signal recovery, statistical estimation, error correction and image processing. Interestingly, superior gains are also achieved when our method is applied to recover signals with assumed near-sparsity in overcomplete representations--not by reweighting the L1 norm of the coefficient sequence as is common, but by reweighting the L1 norm of the transformed object. An immediate consequence is the possibility of highly efficient data acquisition protocols by improving on a technique known as compressed sensing.
Harikumar and Bresler @cite_4 propose an iterative algorithm that can be viewed as a generalization of FOCUSS. At each stage, the algorithm solves a convex optimization problem with a reweighted @math cost function that encourages sparse solutions. The algorithm allows for different reweighting rules; for a given choice of reweighting rule, the algorithm converges to a local minimum of some concave objective function (analogous to the log-sum penalty function in )). These methods build upon @math minimization rather than @math minimization.
@cite_4
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An algorithm for solving the problem: minimize @math (a convex function) subject to @math , @math , each @math a concave function, is presented. Specifically, the function [ P [ x,t,r_k ] f( x ) + r_k^ - 1 [ g_i ( x ) - t_i ] ^2 ] is minimized over all x, nonnegative t, for a strictly decreasing null sequence @math . This extends the work of T. Pietrzykowski [5]. It is proved that for every @math , there exists a finite point @math which minimizes P, and which solves the convex programming problem as @math . This algorithm is similar to the Sequential Unconstrained Minimization Technique (SUMT) [1] in that it solves the (Wolfe) dual programming problem [6]. It differs from SUMT in that (1) it approaches the optimum from the region of infeasibility (i.e., it is a relaxation technique), (2) it does not require a nonempty interior to the nonlinearly constrained region, (3) no separate feasibilit... As surrogate functions of 0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex low-rank minimization problem is much more challenging than the nonconvex sparse minimization problem. We observe that all the existing nonconvex penalty functions are concave and monotonically increasing on [0, ∞). Thus their gradients are decreasing functions. Based on this property, we propose an Iteratively Reweighted Nuclear Norm (IRNN) algorithm to solve the nonconvex nonsmooth low-rank minimization problem. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem. By setting the weight vector as the gradient of the concave penalty function, the WSVT problem has a closed form solution. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthetic data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms. A number of recent works have emphasized the prominent role played by the Kurdyka-źojasiewicz inequality for proving the convergence of iterative algorithms solving possibly nonsmooth nonconvex optimization problems. In this work, we consider the minimization of an objective function satisfying this property, which is a sum of two terms: (i) a differentiable, but not necessarily convex, function and (ii) a function that is not necessarily convex, nor necessarily differentiable. The latter function is expressed as a separable sum of functions of blocks of variables. Such an optimization problem can be addressed with the Forward---Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize---Minimize principle. We propose to combine the latter acceleration technique with an alternating minimization strategy which relies upon a flexible update rule. We give conditions under which the sequence generated by the resulting Block Coordinate Variable Metric Forward---Backward algorithm converges to a critical point of the objective function. An application example to a nonconvex phase retrieval problem encountered in signal image processing shows the efficiency of the proposed optimization method. We introduce a generalization of a deterministic relaxation algorithm for edge-preserving regularization in linear inverse problems. This algorithm transforms the original (possibly nonconvex) optimization problem into a sequence of quadratic optimization problems, and has been shown to converge under certain conditions when the original cost functional being minimized is strictly convex. We prove that our more general algorithm is globally convergent (i.e., converges to a local minimum from any initialization) under less restrictive conditions, even when the original cost functional is nonconvex. We apply this algorithm to tomographic reconstruction from limited-angle data by formulating the problem as one of regularized least-squares optimization. The results demonstrate that the constraint of piecewise smoothness, applied through the use of edge-preserving regularization, can provide excellent limited-angle tomographic reconstructions. Two edge-preserving regularizers-one convex, the other nonconvex-are used in numerous simulations to demonstrate the effectiveness of the algorithm under various limited-angle scenarios, and to explore how factors, such as the choice of error norm, angular sampling rate and amount of noise, affect the reconstruction quality and algorithm performance. These simulation results show that for this application, the nonconvex regularizer produces consistently superior results.