Title :
An Alternative Lagrange-Dual Based Algorithm for Sparse Signal Reconstruction
Author :
Wang, Yiju ; Zhou, Guanglu ; Caccetta, Louis ; Liu, Wanquan
Author_Institution :
Sch. of Oper. Res. & Manage. Sci., Qufu Normal Univ., Rizhao, China
fDate :
4/1/2011 12:00:00 AM
Abstract :
In this correspondence, we propose a new Lagrange-dual reformulation associated with an l1 -norm minimization problem for sparse signal reconstruction. There are two main advantages of our proposed approach. First, the number of the variables in the reformulated optimization problem is much smaller than that in the original problem when the dimension of measurement vector is much less than the size of the original signals; Second, the new problem is smooth and convex, and hence it can be solved by many state of the art gradient-type algorithms efficiently. The efficiency and performance of the proposed algorithm are validated via theoretical analysis as well as some illustrative numerical examples.
Keywords :
duality (mathematics); gradient methods; optimisation; signal reconstruction; sparse matrices; Lagrange dual reformulation; Sparse Signal Reconstruction; alternative Lagrange dual based algorithm; duality theorem; gradient type algorithm; minimization problem; numerical example; reformulated optimization problem; Dual program; gradient-type method; sparse signal reconstruction; strong duality theorem;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2010.2103066