Generalized Fixed-Point Continuation Method: Convergence and Application
Generalized Fixed-Point Continuation Method: Convergence and Application
复制标题
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
中科院分区:
文献类型:
--
作者:
Peng Xiao;Bin Liao;Ran Tao;Jan Li
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.
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DOI:
--
发表时间:
2007
期刊:
--
影响因子:
--
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DOI:
10.1117/12.818245
发表时间:
2009-04
期刊:
--
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3
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