Beyond $\ell_1$-norm minimization for sparse signal recovery
This work addresses a bottleneck in sparse signal recovery for signal processing and compressed sensing applications, offering an incremental improvement over existing methods.
The paper tackles the problem of sparse signal recovery from underdetermined linear systems by proposing the WSPGL1 algorithm, which outperforms traditional basis pursuit denoise (BPDN) methods with no additional computational cost, achieving superior recovery performance that approaches iterative re-weighted ℓ1 minimization in simulations.
Sparse signal recovery has been dominated by the basis pursuit denoise (BPDN) problem formulation for over a decade. In this paper, we propose an algorithm that outperforms BPDN in finding sparse solutions to underdetermined linear systems of equations at no additional computational cost. Our algorithm, called WSPGL1, is a modification of the spectral projected gradient for $\ell_1$ minimization (SPGL1) algorithm in which the sequence of LASSO subproblems are replaced by a sequence of weighted LASSO subproblems with constant weights applied to a support estimate. The support estimate is derived from the data and is updated at every iteration. The algorithm also modifies the Pareto curve at every iteration to reflect the new weighted $\ell_1$ minimization problem that is being solved. We demonstrate through extensive simulations that the sparse recovery performance of our algorithm is superior to that of $\ell_1$ minimization and approaches the recovery performance of iterative re-weighted $\ell_1$ (IRWL1) minimization of Cand{è}s, Wakin, and Boyd, although it does not match it in general. Moreover, our algorithm has the computational cost of a single BPDN problem.