Nesterov's algorithm solving dual formulation for compressed sensing Dedicated to Professor Benyu Guo on the occasion of his seventieth birthday with friendship and esteem

Feishe Chen, Lixin Shen, Bruce W. Suter, Yuesheng Xu

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

We develop efficient algorithms for solving the compressed sensing problem. We modify the standard ℓ1 regularization model for compressed sensing by adding a quadratic term to its objective function so that the objective function of the dual formulation of the modified model is Lipschitz continuous. In this way, we can apply the well-known Nesterov algorithm to solve the dual formulation and the resulting algorithms have a quadratic convergence. Numerical results presented in this paper show that the proposed algorithms outperform significantly the state-of-the-art algorithm NESTA in accuracy.

Original languageEnglish (US)
Pages (from-to)1-17
Number of pages17
JournalJournal of Computational and Applied Mathematics
Volume260
DOIs
StatePublished - 2014

Keywords

  • Compressed sensing
  • Moreau envelope
  • Nesterov's algorithm
  • Proximity operator
  • regularization

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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