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

Nick Dexter, Hoang Tran, Clayton G. Webster

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)543-557
Number of pages15
JournalSet-Valued and Variational Analysis
Volume30
Issue number2
DOIs
StatePublished - Jun 2022

Funding

The first author acknowledges the support of the Pacific Institute of Mathematical Sciences (PIMS). The second and third authors acknowledge support from: the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Applied Mathematics program under contracts and awards ERKJ314, ERKJ331, ERKJ345, and Scientific Discovery through Advanced Computing (SciDAC) program through the FASTMath Institute under Contract No. DE-AC02-05CH11231; and by the Laboratory Directed Research and Development program at the Oak Ridge National Laboratory, which is operated by UT-Battelle, LLC., for the U.S. Department of Energy under contract DE-AC05-00OR22725.

Keywords

  • Compressed sensing
  • Convex minimization
  • Forward-backward splitting
  • Incomplete data
  • Infinite vectors
  • Joint sparsity
  • Linear inverse problems
  • Mixed norm relaxation
  • Parameterized PDEs
  • Strong convergence

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