Parameterized proximal-gradient algorithms for L1/L2 sparse signal recovery

Abstract: The ratio of L1 and L2 norms (L1/L2), serving as a sparse promoting function, receives considerable attentions recently due to its effectiveness for sparse signal recovery. In this paper, we propose an L1/L2 based penalty model for recovering sparse signals from noiseless or noisy observations. It is proven that stationary points of the proposed problem tend to those of the elliptically constrained L1/L2 minimization problem as the smoothing parameter goes to zero. Moreover, inspired by the parametric approach for the fractional programming, we design a parameterized proximal-gradient algorithm (PPGA) as well as its line search counterpart (PPGA_L) for solving the proposed model. The closed-form solution of the involved proximity operator is derived, which enable the efficiency of the proposed algorithms. We establish the global convergence of the entire sequences generated by PPGA and PPGA_L with monotone objective values by taking advantage of the fact that the objective of the proposed model is a KL function. Numerical experiments show the efficiency of the proposed algorithms over the state-of-the-art methods in both noiseless and noisy sparse signal recovery problems.