Nesterov's algorithm solving dual formulation for compressed sensing

  • Authors:
  • Feishe Chen;Lixin Shen;Bruce W. Suter;Yuesheng Xu

  • Affiliations:
  • -;-;-;-

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2014

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Abstract

We develop efficient algorithms for solving the compressed sensing problem. We modify the standard @?"1 regularization model for compressed sensing by adding a quadratic term to its objective function so that the objective function of the dual formulation of the modified model is Lipschitz continuous. In this way, we can apply the well-known Nesterov algorithm to solve the dual formulation and the resulting algorithms have a quadratic convergence. Numerical results presented in this paper show that the proposed algorithms outperform significantly the state-of-the-art algorithm NESTA in accuracy.