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Nonmonotone Adaptive Barzilai-Borwein Gradient Algorithm for Compressed Sensing

Yuanying Qiu, Jianlei Yan and Fanyong Xu

Abstract and Applied Analysis, 2014, vol. 2014, 1-6

Abstract:

We study a nonmonotone adaptive Barzilai-Borwein gradient algorithm for -norm minimization problems arising from compressed sensing. At each iteration, the generated search direction enjoys descent property and can be easily derived by minimizing a local approximal quadratic model and simultaneously taking the favorable structure of the -norm. Under some suitable conditions, its global convergence result could be established. Numerical results illustrate that the proposed method is promising and competitive with the existing algorithms NBBL1 and TwIST.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:410104

DOI: 10.1155/2014/410104

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