Nonmonotone Adaptive Barzilai-Borwein Gradient Algorithm for Compressed Sensing

We study a nonmonotone adaptive Barzilai-Borwein gradient algorithm for l1-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 simultaneous...

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Bibliographic Details
Main Authors: Yuanying Qiu, Jianlei Yan, Fanyong Xu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/410104
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Summary:We study a nonmonotone adaptive Barzilai-Borwein gradient algorithm for l1-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 l1-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.
ISSN:1085-3375
1687-0409