Journal of Fourier Analysis and Applications

, Volume 14, Issue 5–6, pp 764–792 | Cite as

Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints

  • Ingrid Daubechies
  • Massimo Fornasier
  • Ignace Loris
Article

Abstract

Regularization of ill-posed linear inverse problems via 1 penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an 1 penalized functional is via an iterative soft-thresholding algorithm. We propose an alternative implementation to 1-constraints, using a gradient method, with projection on 1-balls. The corresponding algorithm uses again iterative soft-thresholding, now with a variable thresholding parameter. We also propose accelerated versions of this iterative method, using ingredients of the (linear) steepest descent method. We prove convergence in norm for one of these projected gradient methods, without and with acceleration.

Keywords

Linear inverse problems Sparse recovery Projected gradient method 

Mathematics Subject Classification (2000)

15A29 49M30 65F22 65K10 90C25 52A41 

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Copyright information

© Birkhäuser Boston 2008

Authors and Affiliations

  • Ingrid Daubechies
    • 1
  • Massimo Fornasier
    • 1
  • Ignace Loris
    • 2
  1. 1.Program in Computational and Applied MathematicsPrinceton UniversityPrincetonUSA
  2. 2.Dienst Theoretische NatuurkundeVrije Universiteit BrusselBrusselBelgium

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