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IPASJ International Journal of Computer Science (IIJCS)

Web Site: http://www.ipasj.org/IIJCS/IIJCS.htm


A Publisher for Research Motivation ........ Email:editoriijcs@ipasj.org
Volume 6, Issue 12, December 2018 ISSN 2321-5992

A Convergent Algorithm for Compressive


Sensing
Bohan Zhang1, Jiakang Du2, Hongchun Sun2*
1
School of Information Science and Engineering, Jinan University,Jinan, Shandong, China.250022,
2
School of Mathematics and Statistics, Linyi University,Linyi, Shandong,China, 276005.
*
Corresponding author.

ABSTRACT
In this paper, we further consider an algorithm for solving the compressive sensing (CS). To this end, we firstly establish
some equivalent reformulations of CS. Based on these, a new projection-type algorithm (PTA) is proposed for solving CS.
Global convergence results of the new algorithm is established. Furthermore, we also prove that the method is sublinearly
convergent. Finally, we show the efficiency of given algorithm via some numerical examples on sparse signal recovery.

Keywords: Compressive sensing, projection-type algorithm, global convergence.

1. INTRODUCTION
n
Compressive sensing (CS) is to recover a sparse signal x  R from an undetermined linear systems y  Ax , where
mn
A R ( m n ) is the sensing matrix. A fundamental decoding model in CS is the following unconstrained basis
pursuit denoising problem, which can be depicted as
1
min xRn ‖Ax  y‖22  ‖x‖1 , (1.1)
2
where   0 is the regularization parameter and ‖x‖1 is the  1 - norm of the vector x . Throughout this paper, we assume
that the solution set of (1.1) is nonempty.
Obviously, the function x 1 is convex although it is not differential, therefore (1.1) is a convex optimization
problem, and there are some standard methods such as the smooth Newton-type methods or interior-point methods to
solve it ([1-5]). In [5], the authors presented interior point method to solve a quadratic programming formulations of
(1.1) obtained by introducing an auxiliary variable, and the method has been shown to be efficient for large scale
problems. Several methods have also been proposed for the solution of the quadratic programming formulations of (1.1)
as gradient projection [6,18], Newton projection [7-9] methods, and Newton-like projection methods have been recently
developed which are tailor-made for image restoration problems formulated as  - regularized optimization problems
2

under nonnegativity constraints, both in the case of Gaussian and Poisson noise [10-12]. Several iterative algorithms
for solving  1 - norm regularization problems arising in CS have been proposed. One of the most popular methods for
solving it falls into the iterative shrinkage/thresholding (IST) class [13-15] due to its simplicity and high efficiency. In
addition, Problem (1.1) is obvious a special case of the famous separable convex programming, some the numerical
methods which can solve the separable convex programming are applicable to the problem (e.g., [16, 17]). Different
from the methods listed above, we shall propose a new projection-type algorithm for solving the problem (1.1).
The rest of this paper is organized as follows. In Section 2, some equivalent reformulations of the problem (1.1) are
established. In Section 3, we propose a new projection-type algorithm, and show that the new algorithm is global
convergence in detail. Furthermore, we also show that the method is sublinearly convergent. In Section 4, some
numerical experiments on compressive sensing are given to illustrate the efficiency of the proposed method. Finally,
some concluding remarks are drawn in Section 5.

Volume 6, Issue 12, December 2018 Page 1


IPASJ International Journal of Computer Science (IIJCS)
Web Site: http://www.ipasj.org/IIJCS/IIJCS.htm
A Publisher for Research Motivation ........ Email:editoriijcs@ipasj.org
Volume 6, Issue 12, December 2018 ISSN 2321-5992

To end this section, some notations used in this paper are in order. We use Rn to denote the nonnegative quadrant in
n
R n , and the x denotes the orthogonal projection of vector x  R onto Rn , that is, ( x )i : max{ xi ,0},1  i  n ; the norm

‖· 2 and ‖
‖· 1 denote the Euclidean 2-norm and 1-norm, respectively. For x, y  R n , we use ( x; y ) to denote the column
vector ( x • , y • )• . The transpose of a matrix M is denoted by M • .

2. EQUIVALENT REFORMULATIONS OF THE PROBLEM (1.1)


In this section, we shall establish some equivalent reformulations of the problem (1.1). Firstly, we define two auxiliary
variables  i and  i ( i  1,2,, n ) as [18]:
 i   i | xi |, i   i  xi , i  1,2,, n.
Thus, we can reformulate (1.1) into
1
min (  ; )R2 n ‖( A,  A)(  ; )  y‖22   (e• , e• )(  ; )
2 (2.1)
s.t. (  ; )  0,
where e  Rn and e  (1,1, ,1)• . We can also establish the following equivalent formulation of (2.1)
1
min f (  ; )  [(  ; )• M (  ; )  2 p • (  ; )  y • y ]
2 (2.2)
s.t. (  ; )  R2 n ,
where M  ( A,  A)• ( A,  A) , p  ( A,  A)• y   (e • , e • )• .
Obviously, (2.2) is a convex optimization problem ([19]), we know that the stationary set of (2.2) coincides with its
solution set which also coincides with the solution set of the following linear variational inequality problem: find
(  * ; * )  R2n such that
((  ; )  (  * ; * ))• ( M (  * ; * )  p )  0, (  ; )  R2 n
(2.3)
Obviously, the solution set of (2.3) is nonempty under the nonempty assumption of the solution of (1.1), and is denoted
by * . (2.3) is also an equivalent reformulation of the problem (1.1).

3. ALGORITHM AND GLOBAL CONVERGENCE


In this section, we shall propose a new projection-type algorithm to solve (1.1), and prove global convergence of the
new algorithm in detail. Furthermore, we also establish sublinearly convergence rate of the method.
For this purpose, we first give the definition of projection operator and some related properties ([19,20]). For a
nonempty closed convex set K  R n and vector x  R n , the orthogonal projection of x onto K ,
i.e., arg min{ y  x | y  K } , is denoted by PK ( x) .
Proposition 3.1 Let K be a closed convex subset of R n .For any x, y  R n and z  K , the following statements hold.
(i) PK ( x )  x, z  PK ( x )  0
(ii ) | PK ( x )  PK ( y )‖2 ‖x  y‖2 ‖( PK ( x)  x )  ( PK ( y )  y‖
) 2.
2n
For (2.3) and (  ; )  R , define the projection residue
r ((  ; ),  ) : (  ; )  PR2 n ((  ; )   F (  ; ))  min{(  ; ),  F (  ; )},

where   0 is a constant, F (  ; )  M (  ; )  p .The projection residue is intimately related to the solution of (\) as
shown by the following well-known result, which is due to Noor ([21]).
Proposition 3.2 (  * ; * ) is a solution of (2.3) if and only if r ((  * ; * ),  )  0 with some   0 .
Now, we formally state our algorithm.
Algorithm 3.1.
Step0. Select any  ,  ,   (0,1),(  ; ) 1  (  ; )0  0, k : 0.
k k k k
Step1. For (  ; )k  0 , compute z k  R2 n such that z  {(  ; )   F ((  ; ) )} . If ‖r ((  ; ) ,  ‖
)  0 , stop.

Otherwise, go to Step 2.
Step2. Compute y k  R2 n such that y k  (1  k )( ; ) k  k z k , where k   m with mk being the smallest non-negative
k

integer m satisfying

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IPASJ International Journal of Computer Science (IIJCS)
Web Site: http://www.ipasj.org/IIJCS/IIJCS.htm
A Publisher for Research Motivation ........ Email:editoriijcs@ipasj.org
Volume 6, Issue 12, December 2018 ISSN 2321-5992

 F ((  ; )k ), r ((  ; ) k ,  )  (   m‖M‖)‖r ((  ; )k ,  )‖2 . (3.1)


k 1 k
Let (  ; ) : PH 1 ((  ; ) ) , where
k  H k2  R2 n
H k1 : {(  ; )  R 2 n |  (  ; )  y k , F ( y k )  0},
H k2 : {(  ; )  R 2 n |  (  ; )  (  ; )k ,(  ; ) k 1  (  ; ) k   0}.

Go to Step 1 with k  k  1
Remark 3.1. Firstly, we discuss the feasibility of stepsize rule (3.1). If Algorithm 3.1 terminates with
k
‖r ((  ; ) k ,  ‖
)  0 , then (  ; ) is a solution of (2.3). Otherwise, from Proposition 3.1 (i ) , we have that
  F ((  ; ) k ), r ((  ; )k ,  )‖r ((  ; )k ,  )‖2
   F ((  ; )k ),(  ; )k  PR2 n ((  ; )k   F (  ; ) k )

   (  ; ) k  PR2 n ((  ; ) k   F (  ; )k ),(  ; )k  PR2 n ((  ; )k   F (  ; )k ) (3.2)


 

  PR 2 n ((  ; ) k   F (  ; ) k )  ((  ; )k   F ((  ; ) k ),(  ; ) k  PR2 n ((  ; ) k   F (  ; ) k )
 

 0.
i.e.,  F ((  ; )k ), r ((  ; ) k ,  )   1‖r((  ; ) k ,  )‖2 .
(3.3)
From (3.3), for large enough number m , we have that (3.1) holds.
H k  H k  R
1 2 2n
Secondly, from the following lemma, we know that if the solution set (1.1) is nonempty, then is a
nonempty set, which implies the feasibility of Algorithm 3.1.
Lemma 3.1 If the solution set of (1.1) is nonempty, then
*
x  Hk
1
H R 2

k
2n


for all k , and thus Hk
1

H R
2

k
2n


is a
nonempty set.
* * k 2n
Proof For any (  ; )   . From (2.3) and y  R , it follows that
* k *
 F ((  ; ) ), y  (  ; )   0. (3.4)
Since the matrix M in (2.3) is positive semi-definite, one has
k * k * k * • k *
 F ( y )  F ((  ; ) ), y  (  ;  )   [ y  (  ;  ) ] M [ y  (  ; ) ]  0.
Combining this with (3.4), one has
k k *
 F ( y ), y  (  ;  )   0.
Thus, (  ; )  H
* 1

k R 2n


.
* 2
In this following, we will prove that (  ; )  H for any k  0 .The proof will be given by induction. k

* 2
Obviously, (  ; )  H  R . Suppose that (  ; )  H , then   H
0
2n *

k
2 * 1

k H R 2

k
2n


. Combining Proposition (3.1)
k 1 k * k 1 k k 1 * 2
( i ) with (  ; ) P ((  ; ) ), it holds that  (  ;  )  (  ;  ) , (  ;  )  (  ;  )   0, and that (  ; )  H k 1 . This
Hk
1

H R2

k
2 n

* 2
shows that   H for all k and the desired result follows.
k

If the solution set of (1.1) is empty, then  is nonempty. Thus, we have H


* 1

k H R 2

k 
2n
is nonempty.
Next, we discuss the convergence and convergence rate of Algorithm 3.1, we need the following some lemmas. For
this purpose, we prove that the sequence  k generated by Algorithm 3.1 has apositive bound from below.
Lemma 3.2 The sequence { } generated by Algorithm 3.1 has a positive bound from below.
k

Proof By the line search procedure for updating  , if    , then k k

k k
k k 2
 F ((  ; ) ), r ((  ;  ) ,  )   (  ‖M‖)‖r ((  ;  ) ,  )‖ . (3.5)

Combining this with (3.3), one has
1 k 2
k k 2
 ‖r ((  ; ) ,  )‖  (  ‖M‖)‖r ((  ;  ) ,  )‖. (3.6)

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Volume 6, Issue 12, December 2018 ISSN 2321-5992
1
 (   )
By (3.6), we obtain   k
.
‖M‖
1
 (   )
Let  : min{1, } , for all k , one has k    0.
‖M‖
If Algorithm 3.1 terminates at Step 1 , then (  ; ) is a solution of (2.3). Otherwise, it generates an infinite
k

k 1 k 1
sequence, and ‖r ((  ; ) ,  )‖ 0 . Combining this with the definition of H in Algorithm 3.1, one has (  ; )  H . In k k

fact,
k k k k k k k k
 (  ; )  y , F ( y )   (  ; )  [(1   k )(  ; )   k z ], M ((1   k )(  ; )   k z )  p 
k k k k k
  k [(  ; )  z ],[ M (  ; )  p ]   k M [(  ;  )  z ]
k k k
  k r ((  ;  ) ,  ), [ M (  ; )  p ]   k Mr ((  ;  ) ,  ) 
k k 2 k k
  k  r ((  ;  ) ,  ), F ((  ; ) )   k  r ((  ; ) ,  ), Mr ((  ; ) ,  ) 
k 2 2 k 2
  k (   k‖M‖)‖r ((  ;  ) ,  )‖   k‖M‖‖r ((  ; ) ,  )‖
k 2
  k ‖r ((  ; ) ,  )‖  0.
Now, we give the global convergence result of algorithm 3.1.
k
Theorem 3.1 Suppose that Algorithm 3.1 generates an infinite sequence {(  ; ) } , and the solution set of (1.1) is
k
nonempty. Then, the sequence {(  ; ) } is bounded and globally converges to a solution of (2.3).
 H  R . By Proposition (3.1)
* k 1 k 1 2 2n
Proof For any *
(  ; )   .
*
Since (  ; )   , and (  ; ) k
 P ((  ;  ) ), where
k

k
 H
k k 

( ii ) , one has
k 1 * 2 k * 2
‖(  ;  )  (  ; ) ‖ ‖P ((  ;  ) )  P ((  ; ) )‖
k k

k * 2
‖(  ;  )  (  ;  ) ‖
k k * * 2
  ‖( P ((  ; ) )  (  ; ) )  ( P ((  ;  ) )  (  ;  ) )‖ (3.7)
k k

k * 2 k k 2
‖(  ; )  (  ; ) ‖ ‖P ((  ;  ) )  (  ;  ) ‖
k

k * 2 k 1 k 2
‖(  ; )  (  ; ) ‖ ‖(  ; )  (  ; ) ‖ ,
k *
From (3.7), we obtain that the sequence {‖(  ; )  (  ; ) ‖} is non-increasing and bounded. Thus, it converges, and one
has
k 1 k 2
lim‖(  ;  )  (  ;  ) ‖  0. (3.8)
k 

On the other hand, since


k k k
k
 F ( y ), (  ; )  y  k
P 1 k
 (  ; )  k 2
F ( y ). (3.9)
‖F ( y )‖
H k ((  ; ) )

k 1
and by (  ; )  H , we obtain
k

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Volume 6, Issue 12, December 2018 ISSN 2321-5992
k k 1 k k
‖(  ; )  (  ; ) ‖‖(  ; )  P ((  ; ) )‖ 1
Hk

k k k
 F ( y ), (  ; )  y  k
‖ k 2
F ( y )‖
‖F ( y )‖
k k k
‖ F ( y ), (  ; )  y ‖
 k
‖F ( y )‖
k k k k k
‖ F ((1   k )(  ; )   k z ), (  ; )  [(1   k )(  ;  )   k z ]‖
 k k
‖F ((1   k )(  ; )   k z )‖
k k k k
‖ M ((1   k )(  ; )   k z )  p ,  k [(  ; )  z ]‖
 k k
‖F ((1   k )(  ; )   k z )‖
k k k k k
‖[ M (  ;  )  p ]   k M [(  ;  )  z ],  k [(  ;  )  z ]‖
 k k
‖F ((1   k )(  ;  )   k z )‖
k k k k k k k
‖ F (  ; ) ),  k [(  ;  )  z ]   k M [(  ;  )  z ],  k [(  ;  )  z ]‖
 k k
‖F ((1   k )(  ; )   k z )‖
k k 2 k k
‖ k  F (  ;  ) ), r ((  ;  ) ,  )    k  Mr ((  ; ) ,  ), r ((  ; ) ,  ) ‖
 k k
‖F ((1   k )(  ; )   k z )‖
k k 2 k 2
 k‖ F (  ;  ) ), r ((  ;  ) ,  ) ‖  k‖M‖‖r ((  ; ) ,  )‖
 k k
(3.10)
‖F ((1   k )(  ; )   k z )‖
k 2 2 k 2
 k (   k‖M‖)‖r ((  ; ) ,  )‖   k‖M‖‖r ((  ;  ) ,  )‖
 k k
‖F ((1   k )(  ;  )   k z )‖
k 2
 k‖r ((  ; ) ,  )‖
 k k
‖F ((1   k )(  ;  )   k z ‖
)
k 2
‖r ((  ; ) ,  )‖
 k k
‖F ((1   k )(  ;  )   k z )‖
where the last inequality is obtained by using (3.1), the last equality is obtained by Lemma (3.2). Combining (3.8) with
(3.10) we have
k 2
‖r ((  ; ) ,  )‖
lim k k
 0. (3.11)
k 
‖F ((1   k )(  ;  )   k z ‖)
k k
Since {(  ; ) } is bounded, so {z } is also bounded, and thus F ((1   )(  ; )   z ) is bounded. Combining (3.11}),
k k

k k

It follow that
k 2
lim‖r ((  ;  ) ,  )‖  0. (3.12)
k 

kj k
For any convergent subsequence {(  ; ) } of {(  ; ) } , denote its limit by ( ˆ ; ˆ ) , combining this with (3.12), we obtain
2 kj 2
‖r (( ˆ ;ˆ ),  )‖  lim‖r ((  ; ) ,  )‖  0, (3.13)
j 

and thus ( ˆ ; ˆ ) is a solution of (2.3).


* k
We can take (  ; )  ( ˆ ;ˆ ) in the preceding arguments, in particular, in (3.7). Thus the sequence {‖(  ; )  ( ˆ ; ˆ )‖}
kj k
converges. Since ( ˆ ; ˆ ) is limit point of the subsequence {(  ; ) } , it easily follows that ‖(  ; )  ( ˆ ;ˆ )‖ converges to
k *
zero, i.e., that {(  ; ) } converges to ( ˆ ;ˆ )   . Thus, the global convergence can be obtained.

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k
Theorem 3.2 The sequence {x } terminates in a finite number of steps or converges globally to a solution of (1.1),
k k k
where x     , (  ;  )  (  ;  ) .
k k k

k
Proof If the sequence {(  ; ) } terminates in a finite number of steps at a solution of (2.3). Obviously, the sequence
k
{x } terminates in a finite number of steps to a solution of (1.1).
k
In the following analysis, we assume that the sequence {(  ; ) } is an infinite sequence. From Theorem (3.1), we
know that
k
lim(  ;  )  ( ˆ ; ˆ ). (3.14)
k 

Letting xˆ  ˆ  ˆ . A direct computation yields that


k k k
‖x  xˆ‖ ‖(    )  ( ˆ  ˆ )‖
k k
‖(   ˆ )‖‖
 (  ˆ )‖
k k
‖(   ˆ )‖1 ‖(  ˆ )‖1
k k
‖(   ˆ ;  ˆ )‖1
k k
 2 n‖(   ˆ ;  ˆ )‖ 0(as k   ),
n k
where the second and third inequalities follow from the fact that ‖x‖‖x‖  1
n‖x‖, x  R . Thus, The sequence {x }
converges globally to a solution of (1.1).
Next, we discuss the convergence rate of algorithm 3.1. To this end, for (2.3), applying similar analysis to the proof
of Theorem 4.1 in [22], we have the following result.
2n * *
Lemma 3.3 For any (  ; )  R , Then, there exist constant ˆ  0 and (  ; )   such that
1
*
‖(  ; )  (  ;  ) ‖ ˆ{m (  ;  )  m (  ;  ) 2 }, (3.16)

where m (  ; ) ‖[  (  ; )] ‖‖
 [   F (  ;  )] ‖  [(  ;  ) F (  ;  )] .
  

Applying Lemma ( 3.3) , in this following, we obtain that the sequence {(  ; ) } is bounded which depends only on
k

0
(  ; ) and p involved in (2.3).
k
Lemma 3.4 For the sequence {(  ; ) } which is generated by Algorithm 3.1.Then, there exists constant c  0 such 0

that
k
‖(  ;  ) ‖ c0 ,

where c0 depends only on (  ; ) and p involved in (2.3).


0

ˇ ˇ
*
Proof Using Lemma (3.3) with (  ; )  (0; 0) , then exists (  ; )   such that
1
ˇ ˇ

‖(  ; )‖ ˆ{‖p ‖ ( ‖p ‖) 2 }. (3.17)


ˇ ˇ
*
Applying similar analysis to the proof of (3.7) with (  ; )  (  ; ) , one has
ˇ ˇ ˇ ˇ
k 1 2 k 2 k 1 k 2
‖(  ; )  (  ;  )‖ ‖(  ; )  (  ; )‖ ‖(  ;  )  (  ;  ) ‖. (3.18)
From (3.18), we have
ˇ ˇ ˇ ˇ ˇ ˇ
k k 1 0
‖(  ; )  (  ; )‖‖(  ; )  (  ; )‖  ‖(  ; )  (  ; )‖, (3.19)
Combining (3.17) with (3.18), one has
1

k 0
‖(  ; ) ‖‖(  ;  ) ‖ 2ˆ{‖p ‖ ( ‖p ‖) 2 }.
1

0
Let c ‖(  ;  ) ‖ 2ˆ{‖p ‖ ( ‖p ‖) },and the desired result follows.
0  
2

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2n
Lemma 3.5 For given constant c  0 , for any (  ; )  R . Then, there exists a constant   0 such that
0

*
dist ((  ; ),  )   r ((  ;  ),  ), ‖(  ; )‖ c 0 , (3.20)
m * m *
where dist ((  ; ) ,  ) denotes the distance from point (  ; ) to the solution set  of (2.3).
Proof The proof uses a similar technique to that of Corollary 3.2 in [23]. For completeness, we include it.
m 2n
Assume that the theorem is false. Then there exist positive sequence { } and sequence {(  ;  ) }  R m
and
m
‖(  ;  ) ‖ c 0 such that  m   as m   and
m * m
dist ((  ;  ) ,  )   m r ((  ; ) ,  ). (3.21)
Hence,
m
r ((  ;  ) ,  )
m *
 0 as m  . (3.22)
dist ((  ;  ) ,  )
and r ((  ;  ) ,  ) is continuous, by ( 3.22) , we have r ((  ;  ) ,  )  0 as m   . Since
m m m
Since ‖(  ;  ) ‖ c 0

m mi m mi
‖(  ;  ) ‖ c 0 again, there exists a subsequence {(  ;  ) } of {(  ; ) } such that lim(  ;  )  (  ;  ) with
mi  

*
r ((  ;  ),  )  0 . Hence (  ;  )   . By (3.22), we further obtain
mi mi
r ((  ;  ) ,  ) r ((  ;  ) ,  )
lim m
 lim m *
 0. ( 3.23)
m 
‖(  ; )  (  ;  )‖ m   dist ((  ;  ) , )
i
i
i
i

On the other hand, since (  ;  ) and F ((  ;  )) are both polynomial functions with powers 1 , respectively, from
mi mi
(  ; )  (  ;  ) and r ((  ;  ) ,  )  0 , we know that, for all sufficiently large mi ,
mi
r ((  ; ) ,  )
mi
 ,
‖(  ; )  (  ;  )‖
for some positive number  this contradicts (3.23). Thus, (3,20}) holds.
k
Theorem 3.3 For the sequence {(  ; ) } generated by Algorithm 3.1, there exists a constant c  0 such that, for all 1

k sufficiently large,
k *
c1
dist ((  ; ) ,  )  .
k 1
k
Proof From Lemma(3.4), we know that { y } is a bounded sequence, so there exists a positive constant c such that, 2

for any k , one has ‖F ( y )‖ c . Using (3.7) with (  ; )  (  ; )   , which is closest to (  ; ) , a direct computation
k * * k

yields that
2 k 1 * k 1 2
dist ((  ;  ) ,  ) ‖(  ; )  (  ; )‖
k 2 k 1 k 2
‖(  ; )  (  ; )‖ ‖(  ;  )  (  ; ) ‖
2
k 2
k 2  ‖r ((  ; ) ,  )‖ 
‖(  ; )  (  ; )‖    k
 ‖F ( y ‖ 
2

2 k *    4 k *
 dist ((  ;  ) ,  )  2
dist ((  ;  ) ,  ),
 c  2

where the third inequality is by (3.10), the fourth inequality is obtained by Lemma (3.5).
2 k *
Since the sequence dist ((  ;  ) ,  ) satisfies the conditions of Lemma 6 in Chapter 2 of Ref.[24], there exists a
k *
c1
positive constant c such that dist ((  ; ) ,  ) 
1
, for all k sufficiently large.
k 1

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4. NUMERICAL EXPERIMENTSTABLES
In this section, we present some numerical experiments about compressive sensing to prove the efficiency of proposed
method. All codes are written by version of Matlab 9.20.538062 and performed on a Windows 7 PC with AMD FX-
7500 Redaon R7, 10 compute Cores 4C+6G, 2.10GHz and 4GB of memory. For experiments, we set
11 9 8 7 6 5
n  2 , 2 , 2 , 2 , 2 , 2 , m  floor( n / a ) , k  floor( m / b ) , and the matrix A is generated by Matlab scripts:
[Q, R ] = qr( A , 0); A = Q.
The original signal x is generated by p = randperm (n ); x( p(1 : k )) = randn(k, 1). Then, the observed signal is
y  Ax  n , where n is generated by a standard Gaussian distribution N (0,1) and then it is normalized. The initial
• •
points   (  ;  ), where   max{0, A y } ,   max{0,  A y } . The stop criterion is
0 0 0 0 0

‖f k  f k ‖
1 5
 10 ,
‖f k ‖
1

where f k denotes the objective value of (1.1) at iteration xk .We calculate the relative error
‖x  x‖
RelErr  ,
‖ x‖
where x denotes the recovery signal.
Applying Algorithm 3.1, the original signal, the measurement and the recovery signal (marked by red point) is given
in Figure 1.

Figure 1 The original signal, noisy measurement and reconstruction results

From Figure 1, all the original signals are circled by the red points, which indicate that the Algorithm 3.1 can
recover the original signal quite well. In Tables 1, we report the number of iterations, the CPU time in seconds, the
relative error of the Algorithm 3.1.

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Table 1: Results of Algorithm 3.1

s 2s Time Iter elerr


11 2048 5.5536 484 0.050104
9 512 1.3884 486 0.04154
8 256 0.1404 477 0.038628
7 128 0.1092 330 0.030896
6 64 0.1092 699 0.072736
5 32 0.0468 182 0.03713

5. CONCLUSION
In this paper, we propose a new projection-type algorithm for solving the compressive sensing (CS), and its global
convergence is established in detail. Furthermore, the global sublinear convergence rate of the method also is shown.
Finally, some numerical results illustrate that the method is efficient for the given tests.

6. ACKNOWLEDGEMENT
The authors gratefully acknowledge the valuable comments of the editor and the anonymous reviewers. This work is
supported by the foundation of National Natural Science Foundation of China (No. 11671228), and the college students'
innovation and entrepreneurship training program (201810452092).

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[3] Sun H.C., Dong Y.L., A new type of solution method for the generalized linear complementarity problem over a
polyhedral cone, Journal of Automation and Computing, 2009, 6(3):228-233.
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[6] Figueiredo M. A. T., Nowak R. D., Wright S. J., Gradient projection for sparse reconstruction: Application to
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597, 2007.
[7] Schmidt M., Fung G., Rosalesm R., Fast optimization methods for  1 - regularization: a comparative study and
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Volume 6, Issue 12, December 2018 Page 9


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Volume 6, Issue 12, December 2018 ISSN 2321-5992

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AUTHOR
Bohan Zhang is an undergraduate student, and is studying in School of Information Science and
Engineering at Jinan University, China.
His research interest covers numerical optimization algorithm and its application in computer
engineering.

Jiakang Du is an undergraduate student, and is studying in School of Mathematics and Statistics at Linyi
University, China. Currently, he is chair of an innovation and entrepreneurship program for university
students
His research interest covers optimization algorithm and its application.

Hongchun Sun received the B.S. degree in Mathematics from Qufu Normal University(QNU), China, in
1990, and received his M.S. degree in Operations and Cybernetics from QNU in 2005. Currently, he is
professor in the School of Mathematics and Statistics at Linyi University, China.
His research interest covers variational inequality and complementarity problems, numerical optimization
and its applications.

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