1. A projected gradient method for αℓ 1 − βℓ 2 sparsity regularization **
- Author
-
Weimin Han and Liang Ding
- Subjects
Applied Mathematics ,Signal Processing ,Applied mathematics ,Gradient method ,Regularization (mathematics) ,Mathematical Physics ,Computer Science Applications ,Theoretical Computer Science ,Mathematics - Abstract
The non-convex α ‖ ⋅ ‖ ℓ 1 − β ‖ ⋅ ‖ ℓ 2 ( α ⩾ β ⩾ 0 ) regularization is a new approach for sparse recovery. A minimizer of the α ‖ ⋅ ‖ ℓ 1 − β ‖ ⋅ ‖ ℓ 2 regularized function can be computed by applying the ST-(αℓ 1 − βℓ 2) algorithm which is similar to the classical iterative soft thresholding algorithm (ISTA). It is known that ISTA converges quite slowly, and a faster alternative to ISTA is the projected gradient (PG) method. However, the conventional PG method is limited to solve problems with the classical ℓ 1 sparsity regularization. In this paper, we present two accelerated alternatives to the ST-(αℓ 1 − βℓ 2) algorithm by extending the PG method to the non-convex α ‖ ⋅ ‖ ℓ 1 − β ‖ ⋅ ‖ ℓ 2 sparsity regularization. Moreover, we discuss a strategy to determine the radius R of the ℓ 1-ball constraint by Morozov’s discrepancy principle. Numerical results are reported to illustrate the efficiency of the proposed approach.
- Published
- 2020
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