Signal-Recovery Methods for Compressive Sensing Using Nonconvex Sparsity-Promoting Functions




Teixeira, Flavio C.A.

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Recent research has shown that compressible signals can be recovered from a very limited number of measurements by minimizing nonconvex functions that closely resemble the L0-norm function. These functions have sparse minimizers and, therefore, are called sparsity-promoting functions (SPFs). Recovery is achieved by solving a nonconvex optimization problem when using these SPFs. Contemporary methods for the solution of such difficult problems are inefficient and not supported by robust convergence theorems. New signal-recovery methods for compressive sensing that can be used to solve nonconvex problems efficiently are proposed. Two categories of methods are considered, namely, sequential convex formulation (SCF) and proximal-point (PP) based methods. In SCF methods, quadratic or piecewise-linear approximations of the SPF are employed. Recovery is achieved by solving a sequence of convex optimization problems efficiently with state-of-the-art solvers. Convex problems are formulated as regularized least-squares, second-order cone programming, and weighted L1-norm minimization problems. In PP based methods, SPFs that entail rich optimization properties are employed. Recovery is achieved by iteratively performing two fundamental operations, namely, computation of the PP of the SPF and projection of the PP onto a convex set. The first operation is performed analytically or numerically by using a fast iterative method. The second operation is performed efficiently by computing a sequence of closed-form projectors. The proposed methods have been compared with the leading state-of-the-art signal-recovery methods, namely, the gradient-projection method of Figueiredo, Nowak, and Wright, the L1-LS method of Kim, Koh, Lustig, Boyd, and Gorinevsky, the L1-Magic method of Candes and Romberg, the spectral projected-gradient L1-norm method of Berg and Friedlander, the iteratively reweighted least squares method of Chartrand and Yin, the difference-of-two-convex-functions method of Gasso, Rakotomamonjy, and Canu, and the NESTA method of Becker, Bobin, and Candes. The comparisons concerned the capability of the proposed and competing algorithms in recovering signals in a wide range of test problems and also the computational efficiency of the various algorithms. Simulation results demonstrate that improved reconstruction performance, measurement consistency, and comparable computational cost are achieved with the proposed methods relative to the competing methods. The proposed methods are robust, are supported by known convergence theorems, and lead to fast convergence. They are, as a consequence, particularly suitable for the solution of hard recovery problems of large size that entail large dynamic range and, are, in effect, strong candidates for use in many real-world applications.



Signal Processing, Numerical Optimization, Compressive Sensing