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This article proposes a novel iterative weighted group thresholding method for group sparse recovery of signals from underdetermined linear systems. Based on an equivalent weighted group minimization problem with $\ell _{p}^{p}$ -norm ($0 < p \leq 1$), we derive closed-form solutions for a subproblem with respect to some specific values of $p$ when using the proximal gradient method. Then, we design the corresponding algorithmic framework, including stopping criterion and the method of nonmonotone line search, and prove that the solution sequence generated by the proposed algorithm converges under some mild conditions. Moreover, based on the proposed algorithm, we develop a homotopy algorithm with an adaptively updated group threshold. Extensive computational experiments on the simulated and real data show that our approach is competitive with state-of-the-art methods in terms of exact group selection, estimation accuracy, and computation time. [ABSTRACT FROM AUTHOR]

This paper proposes two homotopy methods for solving the compressed sensing (CS) problem, which combine the homotopy technique with the iterative hard thresholding (IHT) method. The homotopy methods overcome the difficulty of the IHT method on the choice of the regularization parameter value, by tracing solutions of the regularized problem along a homotopy path. We prove that any accumulation point of the sequences generated by the proposed homotopy methods is a feasible solution of the problem. We also show an upper bound on the sparsity level for each solution of the proposed methods. Moreover, to improve the solution quality, we modify the two methods into the corresponding heuristic algorithms. Computational experiments demonstrate effectiveness of the two heuristic algorithms, in accurately and efficiently generating sparse solutions of the CS problem, whether the observation is noisy or not. [ABSTRACT FROM AUTHOR]