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Mathematics > Optimization and Control

arXiv:1501.00047 (math)
[Submitted on 30 Dec 2014 (v1), last revised 2 Jul 2015 (this version, v2)]

Title:A Preconditioner for a Primal-Dual Newton Conjugate Gradients Method for Compressed Sensing Problems

Authors:Ioannis Dassios, Kimon Fountoulakis, Jacek Gondzio
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Abstract:In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend a primal-dual Newton Conjugate Gradients (pdNCG) method for CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results are presented on CS problems which demonstrate the performance of pdNCG with the proposed preconditioner compared to state-of-the-art existing solvers.
Comments: 31 pages, 36 figures, 7 tables. arXiv admin note: substantial text overlap with arXiv:1405.4146
Subjects: Optimization and Control (math.OC)
Report number: Technical Report ERGO 14-021
Cite as: arXiv:1501.00047 [math.OC]
  (or arXiv:1501.00047v2 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.1501.00047

Submission history

From: Kimon Fountoulakis [view email]
[v1] Tue, 30 Dec 2014 23:48:08 UTC (1,464 KB)
[v2] Thu, 2 Jul 2015 09:56:36 UTC (1,594 KB)
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