Generalized Fixed-Point Continuation Method: Convergence and Application

Generalized Fixed-Point Continuation Method: Convergence and Application
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广义不动点连续法:收敛性及应用

DOI:
10.1109/tsp.2020.3028293
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发表时间:
2020
影响因子:
5.4
通讯作者:
Jan Li
Jan Li
中科院分区:
工程技术1区
文献类型:
--
作者:
Peng Xiao;Bin Liao;Ran Tao;Jan Li

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在本文中,我们考虑一类最小化问题,其目标函数具有惩罚可微凸函数求和的形式,以及加权 $\ell _1$-范数。然而,与现有研究中常见的正权重假设不同,我们将讨论权重可以是正的或负的一般情况,因为负权重也能够引起稀疏性,甚至实现出色的性能。为了解决由此产生的问题,引入了广义定点连续(GFPC)方法,并开发了一种加速变体。更重要的是,详细分析了该算法的收敛性,并研究了其在利用香农熵函数(SEF)进行稀疏性提升的压缩感知问题中的应用。数值算例验证了GFPC算法的有效性。
In this paper, we consider a class of minimization problems with the objective functions having a form of summation of a penalized differentiable convex function, and a weighted $\ell _1$-norm. However, different from the common assumption of positive weights in existing studies, we shall address a general case where the weights can be either positive or negative, motivated by the fact that negative weights are also capable of inducing sparsity, and even achieving outstanding performance. To deal with the resulting problem, a generalized fixed-point continuation (GFPC) method is introduced, and an accelerated variant is developed. More importantly, the convergence of this algorithm is analyzed in detail, and its application to compressing sensing problems that employ the Shannon entropy function (SEF) for sparsity promotion is also studied. Numerical examples are carried out to demonstrate the effectiveness of the GFPC algorithm.
DOI: --
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