Abstract
Many problems arising from machine learning, compressive sensing, linear inverse problem, and statistical inference involve finding sparse solutions to under-determined or ill-conditioned equations. In this paper, a gradient projection method is proposed to recover sparse signal in compressive sensing by solving the nonlinear convex constrained equations. The global convergence is established with the backtracking line search. Preliminary numerical experiments coping with the sparse signal reconstruction in compressive sensing are performed, which show that the proposed method is very effective and stable.
Acknowledgements
The authors would like to express their thanks to Professor Y.H. Xiao for his kind offer of the source codes for CGD method.
Disclosure statement
No potential conflict of interest was reported by the authors.