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On the Strong Convergence of Forward-Backward Splitting in Reconstructing Jointly Sparse Signals

Journal Article · · Set-valued and Variational Analysis
 [1];  [2];  [3]
  1. Simon Fraser Univ., Burnaby, BC (Canada)
  2. Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
  3. Univ. of Texas, Austin, TX (United States)
We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work (Daubechies et al., Pure Appl. Math. 57(11), 1413–1457, 2004), where the single vector signal can be infinite-dimensional, and (Fornasier and Rauhut, SIAM J. Numer. Anal. 46(2), 577613, 2008), which extends the aforementioned work to the joint sparse recovery of finite number of infinite-dimensional vectors. In our case, to take account of the joint sparsity and promote the coupling of nonvanishing components, we employ a convex relaxation approach with mixed norm penalty ℓ2,1. This paper discusses the computation of the solutions of linear inverse problems with such relaxation by a forward-backward splitting algorithm. However, since the solution matrix possesses infinitely many columns, the arguments of Daubechies et al. (Pure Appl. Math. 57(11), 1413–1457, 2004) no longer apply. As such, we establish new strong convergence results for the algorithm, in particular when the set of jointly sparse vectors is infinite.
Research Organization:
Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR). Scientific Discovery through Advanced Computing (SciDAC); USDOE Laboratory Directed Research and Development (LDRD) Program
Grant/Contract Number:
AC05-00OR22725; AC02-05CH11231
OSTI ID:
1818754
Journal Information:
Set-valued and Variational Analysis, Journal Name: Set-valued and Variational Analysis Journal Issue: 2 Vol. 30; ISSN 1877-0533
Publisher:
SpringerCopyright Statement
Country of Publication:
United States
Language:
English

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