An Alternating l1 approach to the compressed sensing problem

Abstract: Compressed sensing is a new methodology for constructing sensors which allow sparse signals to be efficiently recovered using only a small number of observations. The recovery problem can often be stated as the one of finding the solution of an underdetermined system of linear equations with the smallest possible support. The most studied relaxation of this hard combinatorial problem is the $l_1$-relaxation consisting of searching for solutions with smallest $l_1$-norm. In this short note, based on the ideas of Lagrangian duality, we introduce an alternating $l_1$ relaxation for the recovery problem enjoying higher recovery rates in practice than the plain $l_1$ relaxation and the recent reweighted $l_1$ method of Candès, Wakin and Boyd.