Proximity operator based alternating iteration algorithm for sparse signal recovery

The problem of sparse signal recovery from lower number of observations is formalized as a constrained minimization problem. Due to the dissimilar requirements of signal processing, the constraints and objective functions differ from each other. This paper presents an algorithm scheme base on alternating iteration to deal with the nonconvex objective function. The proposed method employs the log-penalty and proximity operator to seek the sparse solution. In each iteration, the introduction of nonconvex penalty decreases the penalization of large coefficients which contributes to a faster decrease of the function value. By making use of proximity operator, it reduces the computational complexity and achieves less number of iterations. In addition, the experimental results illustrate the effectiveness of the proposed method as well as the drawbacks of the algorithm.