Journal of the Operations Research Society of China ›› 2022, Vol. 10 ›› Issue (3): 447-469.doi: 10.1007/s40305-021-00370-9

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  • 收稿日期:2021-04-06 修回日期:2021-09-08 出版日期:2022-09-30 发布日期:2022-09-06

Newton-Type Optimal Thresholding Algorithms for Sparse Optimization Problems

Nan Meng1, Yun-Bin Zhao2   

  1. 1. School of Mathematics, University of Birmingham, Edgbaston, Birmingham B15 2TT, UK;
    2. Shenzhen Research Institute of Big Data, Chinese University of Hong Kong, Shenzhen 518172, Guangdong, China
  • Received:2021-04-06 Revised:2021-09-08 Online:2022-09-30 Published:2022-09-06
  • Contact: Yun-Bin Zhao,Nan Meng E-mail:yunbinzhao@cuhk.edu.cn;nxm563@bham.ac.uk
  • Supported by:
    The work was founded by the National Natural Science Foundation of China (No.12071307).

Abstract: Sparse signals can be possibly reconstructed by an algorithm which merges a traditional nonlinear optimization method and a certain thresholding technique.Different from existing thresholding methods,a novel thresholding technique referred to as the optimal k-thresholding was recently proposed by Zhao (SIAM J Optim 30(1):31-55,2020).This technique simultaneously performs the minimization of an error metric for the problem and thresholding of the iterates generated by the classic gradient method.In this paper,we propose the so-called Newton-type optimal k-thresholding (NTOT) algorithm which is motivated by the appreciable performance of both Newton-type methods and the optimal k-thresholding technique for signal recovery.The guaranteed performance (including convergence) of the proposed algorithms is shown in terms of suitable choices of the algorithmic parameters and the restricted isometry property (RIP) of the sensing matrix which has been widely used in the analysis of compressive sensing algorithms.The simulation results based on synthetic signals indicate that the proposed algorithms are stable and efficient for signal recovery.

Key words: Compressed sensing, Sparse optimization, Newton-type methods, Optimal k-thresholding, Restricted isometry property

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