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Nonconvex fraction function recovery sparse signal by convex optimization algorithm (1905.05436v2)

Published 14 May 2019 in math.OC

Abstract: In this paper, we will generate a convex iterative FP thresholding algorithm to solve the problem $(FP{\lambda}_{a})$. Two schemes of convex iterative FP thresholding algorithms are generated. One is convex iterative FP thresholding algorithm-Scheme 1 and the other is convex iterative FP thresholding algorithm-Scheme 2. A global convergence theorem is proved for the convex iterative FP thresholding algorithm-Scheme 1. Under an adaptive rule, the convex iterative FP thresholding algorithm-Scheme 2 will be adaptive both for the choice of the regularized parameter $\lambda$ and parameter $a$. These are the advantages for our two schemes of convex iterative FP thresholding algorithm compared with our previous proposed two schemes of iterative FP thresholding algorithm. At last, we provide a series of numerical simulations to test the performance of the convex iterative FP thresholding algorithm-Scheme 2, and the simulation results show that our convex iterative FP thresholding algorithm-Scheme 2 performs very well in recovering a sparse signal.

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